-35.2%
STZ vs IFF
+22.2%
-57.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.4% |
| 7D | +2.6% | -1.8% | +4.3% | +3.1% |
| 30D | +15.2% | -9.4% | +24.6% | +18.4% |
| 3M | +7.6% | -3.0% | +10.6% | +8.5% |
| 6M | +5.3% | +5.8% | -0.5% | +3.0% |
| YTD | +8.6% | +22.4% | -13.7% | +0.2% |
| 1Y | +15.6% | +23.0% | -7.5% | +6.3% |
| 3Y | -35.2% | +21.8% | -56.9% | -42.1% |
| All | -35.2% | +22.2% | -57.4% | -42.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling