+123.9%
SBUX vs IFF
-20.3%
+144.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.3% |
| 7D | -5.5% | -3.2% | -2.3% | -4.4% |
| 30D | -8.5% | -0.3% | -8.2% | -8.4% |
| 3M | -2.9% | +8.4% | -11.3% | -6.0% |
| 6M | -1.5% | +23.0% | -24.6% | -9.8% |
| YTD | +19.4% | +25.5% | -6.1% | +8.0% |
| 1Y | +22.9% | +29.1% | -6.1% | +9.9% |
| 3Y | +11.3% | +31.7% | -20.4% | -3.5% |
| 5Y | -6.9% | -35.2% | +28.4% | +2.8% |
| All | +123.9% | -20.3% | +144.1% | +113.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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