+22.9%
SBUX vs IOT
-1.6%
+24.6%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -5.5% | -4.5% | -1.0% | -5.3% |
| 30D | -8.5% | -2.4% | -6.0% | -8.4% |
| 3M | -2.9% | +19.0% | -21.9% | -3.8% |
| 6M | -1.5% | +19.6% | -21.2% | -2.7% |
| YTD | +19.4% | +8.3% | +11.1% | +18.0% |
| 1Y | +22.9% | -0.8% | +23.7% | +21.9% |
| All | +22.9% | -1.6% | +24.6% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling