+123.9%
SBUX vs IAG
+427.6%
-303.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -5.5% | -1.1% | -4.4% | -5.4% |
| 30D | -8.5% | +12.1% | -20.6% | -8.9% |
| 3M | -2.9% | +25.5% | -28.4% | -4.0% |
| 6M | -1.5% | -7.1% | +5.6% | -1.6% |
| YTD | +19.4% | +22.9% | -3.5% | +17.8% |
| 1Y | +22.9% | +83.3% | -60.4% | +19.2% |
| 3Y | +11.3% | +808.5% | -797.2% | +0.9% |
| 5Y | -6.9% | +838.0% | -844.8% | -17.0% |
| All | +123.9% | +427.6% | -303.7% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling