-0.2%
STZ vs IRE
-90.1%
+89.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -23.2% | +28.6% | +4.5% |
| 7D | +13.0% | -46.8% | +59.8% | +11.4% |
| 30D | +29.4% | -75.5% | +104.9% | +26.5% |
| 3M | +11.6% | -79.4% | +91.0% | +9.0% |
| 6M | -0.2% | -91.3% | +91.0% | -3.1% |
| All | -0.2% | -90.1% | +89.8% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 6mo: compounded portfolio wealth divided by compounded IRE 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…
6mo analysis · Full analysis span regression · 6 months rolling