+3,847.4%
SBUX vs IWD
+728.9%
+3,118.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | +1.7% | -0.5% | +2.1% | +2.2% |
| 30D | +12.6% | +2.7% | +10.0% | +9.9% |
| 3M | +0.8% | +0.9% | -0.1% | 0.0% |
| 6M | +0.2% | +10.5% | -10.4% | -9.4% |
| YTD | +27.4% | +23.7% | +3.7% | +3.4% |
| 1Y | +31.5% | +28.7% | +2.7% | +2.6% |
| 3Y | +9.3% | +79.7% | -70.4% | -38.1% |
| 5Y | +1.5% | +69.7% | -68.2% | -38.6% |
| 10Y | +147.9% | +211.4% | -63.5% | -16.9% |
| All | +3,847.4% | +728.9% | +3,118.5% | +415.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling