-46.8%
STZ vs IBN
+32.1%
-78.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -1.9% | +1.4% | -3.3% | -2.1% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | -6.2% | +17.1% | -23.3% | -8.3% |
| 6M | -14.0% | +3.4% | -17.4% | -14.6% |
| YTD | -5.1% | +2.5% | -7.6% | -5.7% |
| 1Y | -9.6% | -4.2% | -5.4% | -9.4% |
| All | -46.8% | +32.1% | -78.9% | -49.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling