+125.0%
SBUX vs IRM
+430.1%
-305.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.1% |
| 7D | -6.2% | -1.8% | -4.4% | -5.7% |
| 30D | -6.4% | -7.8% | +1.3% | -4.0% |
| 3M | +1.0% | -7.9% | +8.9% | +3.4% |
| 6M | -0.4% | +6.3% | -6.7% | -3.6% |
| YTD | +20.0% | +38.2% | -18.2% | +5.3% |
| 1Y | +22.8% | +19.8% | +2.9% | +12.8% |
| 3Y | +12.3% | +98.8% | -86.5% | -17.3% |
| 5Y | -6.4% | +191.8% | -198.2% | -41.5% |
| All | +125.0% | +430.1% | -305.1% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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