+2,051.5%
SBUX vs IAG
+377.5%
+1,674.0%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -0.9% | +28.9% | -29.8% | -2.2% |
| 3M | +11.6% | +19.1% | -7.5% | +10.3% |
| 6M | +8.8% | -10.3% | +19.0% | +8.8% |
| YTD | +26.3% | +24.2% | +2.1% | +24.0% |
| 1Y | +23.1% | +116.5% | -93.4% | +17.2% |
| 3Y | +15.0% | +742.8% | -727.8% | +0.8% |
| 5Y | +0.4% | +753.3% | -753.0% | -13.7% |
| 10Y | +130.7% | +403.2% | -272.5% | +95.5% |
| All | +2,051.5% | +377.5% | +1,674.0% | +1,547.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling