-29.6%
STZ vs IRM
+188.8%
-218.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | 0.0% |
| 7D | 0.0% | +8.6% | -8.6% | -1.5% |
| 30D | +14.7% | 0.0% | +14.7% | +14.4% |
| 3M | +8.8% | -7.1% | +16.0% | +9.9% |
| 6M | +3.1% | -7.9% | +11.0% | +4.1% |
| YTD | +7.9% | +41.3% | -33.4% | -1.7% |
| 1Y | +14.2% | +20.7% | -6.6% | +7.8% |
| 3Y | -35.2% | +112.2% | -147.4% | -49.3% |
| 5Y | -29.6% | +191.2% | -220.8% | -49.5% |
| All | -29.6% | +188.8% | -218.4% | -49.5% |
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