+2,770.7%
STZ vs IBN
+1,584.6%
+1,186.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +3.8% | +1.6% | +4.7% |
| 7D | +13.0% | +8.9% | +4.1% | +11.5% |
| 30D | +29.4% | +12.6% | +16.8% | +27.0% |
| 3M | +11.6% | +3.1% | +8.5% | +11.1% |
| 6M | -0.2% | +20.6% | -20.8% | -3.2% |
| YTD | +8.6% | +5.8% | +2.8% | +7.3% |
| 1Y | +15.9% | +3.7% | +12.3% | +15.0% |
| 3Y | -35.4% | +40.3% | -75.7% | -39.4% |
| 5Y | -26.9% | +58.0% | -84.9% | -33.0% |
| 10Y | +7.8% | +347.9% | -340.1% | -18.5% |
| All | +2,770.7% | +1,584.6% | +1,186.1% | +1,724.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling