-29.4%
STZ vs IRM
+168.2%
-197.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +4.9% | -8.6% | +13.5% | +6.5% |
| 30D | +20.9% | -8.0% | +28.8% | +22.4% |
| 3M | +8.0% | -12.0% | +20.0% | +10.1% |
| 6M | -5.3% | -18.2% | +12.9% | -2.2% |
| YTD | +5.9% | +31.4% | -25.4% | -2.2% |
| 1Y | +14.2% | +9.2% | +5.0% | +10.1% |
| 3Y | -37.0% | +94.6% | -131.5% | -49.8% |
| All | -29.4% | +168.2% | -197.6% | -48.7% |
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 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