+16.3%
STZ vs IRM
+520.0%
-503.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +2.6% | +6.8% | -4.2% | +0.8% |
| 30D | +15.2% | +2.6% | +12.6% | +14.0% |
| 3M | +7.6% | -9.5% | +17.1% | +9.8% |
| 6M | +5.3% | -8.5% | +13.8% | +6.7% |
| YTD | +8.6% | +40.3% | -31.6% | -3.3% |
| 1Y | +15.6% | +28.7% | -13.1% | +5.3% |
| 3Y | -35.2% | +111.8% | -147.0% | -51.1% |
| 5Y | -29.1% | +189.1% | -218.2% | -52.7% |
| All | +16.3% | +520.0% | -503.7% | -43.7% |
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