+11.8%
STZ vs IRM
+514.0%
-502.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.4% | -1.3% |
| 7D | -0.9% | -5.3% | +4.3% | +0.2% |
| 30D | +14.9% | -2.3% | +17.2% | +15.2% |
| 3M | +8.4% | -7.4% | +15.8% | +9.9% |
| 6M | +2.8% | -12.2% | +15.0% | +5.4% |
| YTD | +7.5% | +38.6% | -31.1% | -4.0% |
| 1Y | +12.5% | +14.9% | -2.3% | +5.9% |
| 3Y | -35.4% | +108.2% | -143.6% | -51.1% |
| 5Y | -29.3% | +183.8% | -213.1% | -52.6% |
| 10Y | +11.8% | +512.6% | -500.8% | -46.1% |
| All | +11.8% | +514.0% | -502.2% | -46.1% |
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