-2.2%
SBUX vs IOT
+55.2%
-57.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.7% | +1.8% | -1.4% |
| 7D | -6.3% | +5.1% | -11.3% | -6.9% |
| 30D | -3.9% | -3.0% | -0.8% | -3.6% |
| 3M | +3.3% | +15.0% | -11.7% | +0.8% |
| 6M | +1.4% | +13.1% | -11.7% | -1.5% |
| YTD | +21.0% | +9.0% | +11.9% | +17.3% |
| 1Y | +22.4% | +0.1% | +22.3% | +19.7% |
| 3Y | +13.2% | +26.4% | -13.2% | +2.4% |
| All | -2.2% | +55.2% | -57.4% | -23.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling