+3,067.5%
SBUX vs IYR
+699.9%
+2,367.7%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.1% | -2.3% | -2.3% |
| 7D | -3.9% | -0.4% | -3.5% | -3.7% |
| 30D | -2.8% | -2.5% | -0.3% | -1.3% |
| 3M | +8.2% | +1.5% | +6.7% | +7.2% |
| 6M | +4.3% | +3.9% | +0.4% | +1.7% |
| YTD | +23.3% | +9.5% | +13.8% | +16.4% |
| 1Y | +24.3% | +7.5% | +16.8% | +18.7% |
| 3Y | +15.5% | +30.8% | -15.3% | -2.8% |
| 5Y | -2.7% | +4.8% | -7.5% | -6.4% |
| 10Y | +128.8% | +64.3% | +64.5% | +68.1% |
| All | +3,067.5% | +699.9% | +2,367.7% | +741.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling