+3,720.1%
SBUX vs IWF
+724.4%
+2,995.6%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.0% | -2.1% |
| 7D | -3.9% | +1.5% | -5.4% | -5.2% |
| 30D | -2.8% | -1.3% | -1.6% | -1.8% |
| 3M | +8.2% | +0.1% | +8.1% | +7.1% |
| 6M | +4.3% | +10.3% | -6.0% | -5.6% |
| YTD | +23.3% | +4.2% | +19.2% | +17.3% |
| 1Y | +24.3% | +9.3% | +15.0% | +12.6% |
| 3Y | +15.5% | +79.3% | -63.9% | -34.8% |
| 5Y | -2.7% | +73.8% | -76.5% | -44.4% |
| 10Y | +128.8% | +410.9% | -282.1% | -53.5% |
| All | +3,720.1% | +724.4% | +2,995.6% | +263.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling