-14.1%
STZ vs IFF
-21.4%
+7.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.4% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | -10.9% | -0.3% | -10.6% | -10.8% |
| 3M | -13.4% | +18.6% | -32.0% | -18.3% |
| 6M | -16.2% | +17.4% | -33.6% | -21.5% |
| YTD | -10.4% | +28.5% | -38.9% | -18.8% |
| 1Y | -14.8% | +32.5% | -47.3% | -23.7% |
| 3Y | -50.1% | +34.1% | -84.2% | -56.2% |
| 5Y | -38.8% | -35.2% | -3.6% | -33.1% |
| 10Y | -14.1% | -21.1% | +7.0% | -20.3% |
| All | -14.1% | -21.4% | +7.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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