+16.6%
STZ vs IBN
+16.2%
+0.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | +5.3% | +15.8% | -10.4% | +1.5% |
| 30D | +19.6% | +25.1% | -5.5% | +13.6% |
| 3M | +10.0% | +16.0% | -6.0% | +5.7% |
| 6M | -0.3% | +32.8% | -33.0% | -6.0% |
| YTD | +8.6% | +18.0% | -9.5% | +3.2% |
| 1Y | +16.6% | +15.9% | +0.7% | +11.4% |
| All | +16.6% | +16.2% | +0.4% | +11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling