-6.8%
STZ vs IRE
-84.4%
+77.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +14.0% | -14.7% | -0.7% |
| 7D | -1.9% | +54.8% | -56.7% | -1.9% |
| 30D | -1.9% | +18.4% | -20.3% | -1.9% |
| 3M | -6.2% | -66.7% | +60.5% | -5.8% |
| 6M | -14.0% | -52.3% | +38.3% | -14.0% |
| YTD | -5.1% | -52.3% | +47.2% | -6.7% |
| All | -6.8% | -84.4% | +77.6% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling