-32.8%
STZ vs IRM
+189.3%
-222.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.0% |
| 7D | -1.9% | -0.5% | -1.5% | -1.8% |
| 30D | -1.9% | -8.1% | +6.2% | -0.3% |
| 3M | -6.2% | -9.7% | +3.4% | -4.5% |
| 6M | -14.0% | +10.0% | -24.0% | -16.3% |
| YTD | -5.1% | +43.0% | -48.1% | -13.4% |
| 1Y | -9.6% | +32.7% | -42.2% | -16.4% |
| 3Y | -47.2% | +102.7% | -150.0% | -57.9% |
| All | -32.8% | +189.3% | -222.1% | -50.0% |
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