+924.7%
SBUX vs IOVA
-91.6%
+1,016.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.3% |
| 7D | -3.1% | +9.7% | -12.9% | -3.3% |
| 30D | -0.9% | +102.5% | -103.4% | -2.4% |
| 3M | +11.6% | +100.7% | -89.1% | +9.7% |
| 6M | +8.8% | +106.3% | -97.6% | +6.7% |
| YTD | +26.3% | +222.0% | -195.7% | +22.6% |
| 1Y | +23.1% | +299.5% | -276.4% | +18.7% |
| 3Y | +15.0% | +42.9% | -28.0% | +11.1% |
| 5Y | +0.4% | -65.0% | +65.3% | -1.9% |
| 10Y | +130.7% | +10.3% | +120.4% | +121.8% |
| All | +924.7% | -91.6% | +1,016.3% | +819.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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