+3,683.8%
STZ vs IRM
+9,056.8%
-5,373.0%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.1% | +10.5% | +1.7% |
| 7D | +11.8% | -10.9% | +22.7% | +14.4% |
| 30D | +26.0% | -9.4% | +35.4% | +28.2% |
| 3M | +11.5% | -16.4% | +27.9% | +15.3% |
| 6M | -2.0% | -18.7% | +16.8% | +1.7% |
| YTD | +7.9% | +30.1% | -22.2% | +0.3% |
| 1Y | +13.9% | +8.5% | +5.4% | +10.0% |
| 3Y | -35.8% | +88.0% | -123.9% | -46.1% |
| 5Y | -28.4% | +167.6% | -196.0% | -45.1% |
| 10Y | +7.1% | +458.9% | -451.8% | -31.8% |
| All | +3,683.8% | +9,056.8% | -5,373.0% | +1,704.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling