+2,721.0%
SBUX vs IEF
+129.1%
+2,591.9%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.4% |
| 7D | -3.9% | +0.1% | -4.0% | -3.9% |
| 30D | -2.8% | -0.7% | -2.1% | -3.4% |
| 3M | +8.2% | -0.4% | +8.6% | +7.8% |
| 6M | +4.3% | -2.5% | +6.7% | +2.0% |
| YTD | +23.3% | -1.6% | +24.9% | +21.7% |
| 1Y | +24.3% | -1.3% | +25.6% | +22.8% |
| 3Y | +15.5% | +10.1% | +5.4% | +25.4% |
| 5Y | -2.7% | -8.3% | +5.6% | -15.0% |
| 10Y | +128.8% | +4.5% | +124.4% | +136.4% |
| All | +2,721.0% | +129.1% | +2,591.9% | +7,693.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling