-28.4%
STZ vs IRM
+173.7%
-202.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | +1.4% |
| 7D | +11.8% | -10.9% | +22.7% | +14.0% |
| 30D | +26.0% | -9.4% | +35.4% | +27.9% |
| 3M | +11.5% | -16.4% | +27.9% | +14.9% |
| 6M | -2.0% | -18.7% | +16.8% | +1.4% |
| YTD | +7.9% | +30.1% | -22.2% | -0.2% |
| 1Y | +13.9% | +8.5% | +5.4% | +9.9% |
| 3Y | -35.8% | +88.0% | -123.9% | -48.5% |
| 5Y | -28.4% | +167.6% | -196.0% | -47.9% |
| All | -28.4% | +173.7% | -202.1% | -47.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling