+128.8%
SBUX vs IWD
+195.2%
-66.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -1.5% |
| 7D | -3.9% | -0.2% | -3.7% | -3.7% |
| 30D | -2.8% | -0.8% | -2.0% | -2.0% |
| 3M | +8.2% | +8.0% | +0.2% | -0.2% |
| 6M | +4.3% | +18.2% | -13.9% | -12.4% |
| YTD | +23.3% | +22.3% | +1.0% | +0.1% |
| 1Y | +24.3% | +28.9% | -4.6% | -4.4% |
| 3Y | +15.5% | +71.5% | -56.1% | -33.1% |
| 5Y | -2.7% | +73.6% | -76.3% | -43.9% |
| 10Y | +128.8% | +194.7% | -65.9% | -19.1% |
| All | +128.8% | +195.2% | -66.3% | -19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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