+12.5%
STZ vs IRM
+481.3%
-468.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +5.3% | -5.1% | +10.4% | +6.6% |
| 30D | +19.6% | -3.3% | +22.9% | +20.1% |
| 3M | +10.0% | -8.2% | +18.1% | +11.7% |
| 6M | -0.3% | -12.8% | +12.5% | +2.4% |
| YTD | +8.6% | +36.6% | -28.0% | -2.7% |
| 1Y | +16.6% | +11.9% | +4.7% | +10.5% |
| 3Y | -34.8% | +105.1% | -139.9% | -50.4% |
| 5Y | -27.8% | +182.4% | -210.2% | -51.6% |
| 10Y | +12.5% | +505.1% | -492.6% | -45.8% |
| All | +12.5% | +481.3% | -468.8% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling