+123.9%
SBUX vs IWF
+422.7%
-298.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.1% |
| 7D | -5.5% | -0.9% | -4.6% | -4.8% |
| 30D | -8.5% | -1.7% | -6.7% | -7.3% |
| 3M | -2.9% | +0.7% | -3.6% | -4.1% |
| 6M | -1.5% | +8.6% | -10.1% | -8.7% |
| YTD | +19.4% | +3.5% | +15.9% | +14.8% |
| 1Y | +22.9% | +7.0% | +15.9% | +14.6% |
| 3Y | +11.3% | +76.3% | -65.0% | -32.9% |
| 5Y | -6.9% | +74.8% | -81.6% | -44.2% |
| All | +123.9% | +422.7% | -298.8% | -48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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