-6.7%
SBUX vs IJH
+48.0%
-54.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -5.5% | -1.9% | -3.6% | -4.0% |
| 30D | -8.5% | -4.6% | -3.8% | -4.8% |
| 3M | -2.9% | -1.2% | -1.7% | -2.1% |
| 6M | -1.5% | +9.4% | -10.9% | -9.2% |
| YTD | +19.4% | +13.3% | +6.1% | +6.8% |
| 1Y | +22.9% | +13.4% | +9.6% | +9.8% |
| 3Y | +11.3% | +50.4% | -39.1% | -23.1% |
| All | -6.7% | +48.0% | -54.7% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling