+123.9%
SBUX vs IJR
+172.1%
-48.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -5.5% | -2.2% | -3.3% | -4.0% |
| 30D | -8.5% | -4.6% | -3.9% | -5.4% |
| 3M | -2.9% | +0.2% | -3.1% | -3.2% |
| 6M | -1.5% | +14.7% | -16.2% | -10.8% |
| YTD | +19.4% | +18.9% | +0.5% | +5.4% |
| 1Y | +22.9% | +19.9% | +3.0% | +7.8% |
| 3Y | +11.3% | +53.0% | -41.7% | -19.1% |
| 5Y | -6.9% | +40.9% | -47.7% | -28.5% |
| All | +123.9% | +172.1% | -48.2% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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