+30.7%
SBUX vs IRE
-97.3%
+128.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.5% | +6.3% | +3.8% |
| 7D | +4.8% | -15.5% | +20.3% | +4.8% |
| 30D | +20.6% | -70.4% | +91.0% | +20.6% |
| 3M | +4.3% | -81.6% | +85.9% | +4.3% |
| 6M | +5.5% | -94.7% | +100.2% | +6.0% |
| YTD | +32.3% | -91.8% | +124.1% | +31.3% |
| 1Y | +31.2% | -97.6% | +128.7% | +32.6% |
| All | +30.7% | -97.3% | +128.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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