-5.2%
SBUX vs IVZ
+61.5%
-66.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.2% | -1.7% |
| 7D | -6.3% | +1.2% | -7.4% | -6.6% |
| 30D | -3.9% | +1.8% | -5.6% | -4.5% |
| 3M | +3.3% | +15.7% | -12.5% | -2.1% |
| 6M | +1.4% | +36.3% | -34.9% | -9.6% |
| YTD | +21.0% | +24.9% | -4.0% | +10.6% |
| 1Y | +22.4% | +48.9% | -26.5% | +4.7% |
| 3Y | +13.2% | +136.8% | -123.6% | -21.4% |
| 5Y | -5.2% | +60.0% | -65.2% | -28.6% |
| All | -5.2% | +61.5% | -66.7% | -28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling