+7.3%
SBUX vs IAG
+421.7%
-414.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.2% | -0.2% |
| 7D | +1.6% | -7.7% | +9.2% | +2.1% |
| 30D | +14.8% | +1.6% | +13.2% | +14.6% |
| 3M | -0.8% | -2.4% | +1.6% | -0.9% |
| 6M | +2.2% | -7.8% | +10.1% | +2.1% |
| YTD | +29.5% | +5.0% | +24.4% | +27.5% |
| 1Y | +27.0% | +25.7% | +1.3% | +23.5% |
| 3Y | +10.9% | +694.5% | -683.6% | -6.6% |
| All | +7.3% | +421.7% | -414.4% | -10.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling