+7.3%
SBUX vs IYR
+6.0%
+1.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | +1.6% | +0.6% | +1.0% | +1.2% |
| 30D | +14.8% | +6.6% | +8.3% | +9.8% |
| 3M | -0.8% | -1.8% | +1.0% | +0.5% |
| 6M | +2.2% | +1.4% | +0.8% | +1.0% |
| YTD | +29.5% | +10.5% | +18.9% | +20.0% |
| 1Y | +27.0% | +10.6% | +16.4% | +17.7% |
| 3Y | +10.9% | +41.8% | -30.9% | -15.4% |
| All | +7.3% | +6.0% | +1.3% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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