+9.0%
STZ vs IBN
+361.0%
-352.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.2% | -6.0% | -2.8% |
| 7D | +4.9% | +15.1% | -10.2% | +1.4% |
| 30D | +20.9% | +21.6% | -0.8% | +15.4% |
| 3M | +8.0% | +11.2% | -3.2% | +5.2% |
| 6M | -5.3% | +27.8% | -33.0% | -10.7% |
| YTD | +5.9% | +14.7% | -8.8% | +2.1% |
| 1Y | +14.2% | +14.4% | -0.2% | +10.1% |
| 3Y | -37.0% | +52.1% | -89.1% | -44.0% |
| 5Y | -29.7% | +70.7% | -100.4% | -39.9% |
| All | +9.0% | +361.0% | -352.0% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling