+10,972.7%
STZ vs IFF
+461.1%
+10,511.6%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | -0.4% |
| 7D | +4.9% | -11.2% | +16.1% | +8.7% |
| 30D | +20.9% | -1.8% | +22.6% | +21.4% |
| 3M | +8.0% | -1.8% | +9.8% | +8.5% |
| 6M | -5.3% | +0.6% | -5.9% | -6.1% |
| YTD | +5.9% | +24.6% | -18.6% | -2.9% |
| 1Y | +14.2% | +34.4% | -20.2% | +2.0% |
| 3Y | -37.0% | +22.1% | -59.0% | -42.7% |
| 5Y | -29.7% | -34.3% | +4.6% | -24.9% |
| 10Y | +5.2% | -17.9% | +23.1% | +0.5% |
| All | +10,972.7% | +461.1% | +10,511.6% | +5,453.6% |
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