+123.9%
SBUX vs IVZ
+65.9%
+58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -5.5% | -2.4% | -3.1% | -4.7% |
| 30D | -8.5% | +3.0% | -11.5% | -9.4% |
| 3M | -2.9% | +14.9% | -17.8% | -7.8% |
| 6M | -1.5% | +36.7% | -38.3% | -12.2% |
| YTD | +19.4% | +25.7% | -6.3% | +9.0% |
| 1Y | +22.9% | +47.7% | -24.7% | +5.8% |
| 3Y | +11.3% | +138.8% | -127.5% | -21.3% |
| 5Y | -6.9% | +62.1% | -68.9% | -27.3% |
| All | +123.9% | +65.9% | +58.0% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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