-14.8%
STZ vs IFF
+30.8%
-45.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.8% | -4.8% | -5.5% |
| 7D | -7.4% | -0.2% | -7.2% | -7.3% |
| 30D | -10.9% | -0.3% | -10.6% | -10.9% |
| 3M | -13.4% | +18.6% | -32.0% | -16.2% |
| 6M | -16.2% | +17.4% | -33.6% | -18.8% |
| YTD | -10.4% | +28.5% | -38.9% | -16.4% |
| 1Y | -14.8% | +32.5% | -47.3% | -21.2% |
| All | -14.8% | +30.8% | -45.6% | -21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling