+8.0%
SBUX vs IP
-9.5%
+17.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.9% | +0.9% | +3.0% |
| 7D | +4.8% | -3.0% | +7.9% | +5.8% |
| 30D | +20.6% | +10.6% | +10.0% | +17.0% |
| 3M | +4.3% | -13.6% | +17.8% | +8.5% |
| 6M | +5.5% | +10.4% | -4.9% | +1.0% |
| YTD | +32.3% | -6.5% | +38.8% | +32.1% |
| 1Y | +31.2% | -2.1% | +33.3% | +28.8% |
| 3Y | +14.8% | +22.0% | -7.2% | +1.4% |
| 5Y | +8.0% | -9.7% | +17.7% | +6.8% |
| All | +8.0% | -9.5% | +17.5% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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