+40,166.6%
SBUX vs IFF
+508.0%
+39,658.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -6.2% | -2.8% | -3.4% | -5.1% |
| 30D | -6.4% | -1.1% | -5.3% | -6.1% |
| 3M | +1.0% | +13.8% | -12.8% | -4.9% |
| 6M | -0.4% | +16.7% | -17.1% | -8.5% |
| YTD | +20.0% | +26.1% | -6.2% | +6.2% |
| 1Y | +22.8% | +33.5% | -10.7% | +5.7% |
| 3Y | +12.3% | +31.6% | -19.3% | -5.2% |
| 5Y | -6.4% | -34.9% | +28.5% | +3.2% |
| 10Y | +126.5% | -20.3% | +146.8% | +113.4% |
| All | +40,166.6% | +508.0% | +39,658.6% | +16,772.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling