+9,818.1%
STZ vs IFF
+483.7%
+9,334.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | -1.9% | -1.8% | -0.1% | -1.4% |
| 30D | -1.9% | -2.0% | +0.1% | -1.3% |
| 3M | -6.2% | +18.5% | -24.8% | -11.5% |
| 6M | -14.0% | +11.7% | -25.7% | -18.1% |
| YTD | -5.1% | +29.6% | -34.7% | -14.0% |
| 1Y | -9.6% | +35.0% | -44.5% | -19.3% |
| 3Y | -47.2% | +32.3% | -79.5% | -53.2% |
| 5Y | -33.6% | -34.6% | +1.0% | -28.9% |
| 10Y | -9.8% | -20.6% | +10.9% | -12.9% |
| All | +9,818.1% | +483.7% | +9,334.5% | +4,818.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling