+11.3%
SBUX vs IEF
+9.0%
+2.3%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.5% | -1.3% | -4.1% | -5.3% |
| 30D | -8.5% | -1.7% | -6.7% | -8.2% |
| 3M | -2.9% | -2.5% | -0.4% | -2.5% |
| 6M | -1.5% | -3.3% | +1.7% | -1.0% |
| YTD | +19.4% | -2.8% | +22.2% | +19.9% |
| 1Y | +22.9% | -2.7% | +25.7% | +23.5% |
| 3Y | +11.3% | +8.9% | +2.4% | +9.7% |
| All | +11.3% | +9.0% | +2.3% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 3y: compounded portfolio wealth divided by compounded IEF 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…
3y analysis · Full analysis span regression · 6 months rolling