+938.5%
IGV vs SYY
+411.6%
+526.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -6.0% | -4.8% | -1.2% | -4.6% |
| 3M | -4.8% | -7.1% | +2.3% | -2.7% |
| 6M | +14.2% | +6.8% | +7.4% | +10.3% |
| YTD | -4.2% | +7.7% | -11.9% | -9.4% |
| 1Y | -5.3% | +5.7% | -11.0% | -9.8% |
| 3Y | +38.8% | +24.6% | +14.2% | +21.4% |
| 5Y | +14.2% | +15.6% | -1.4% | +2.5% |
| 10Y | +357.6% | +87.9% | +269.6% | +192.3% |
| All | +938.5% | +411.6% | +526.9% | +277.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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