+953.6%
IGV vs SYY
+426.0%
+527.5%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.7% |
| 7D | -3.3% | -2.8% | -0.6% | -2.3% |
| 30D | 0.0% | -5.3% | +5.3% | +1.9% |
| 3M | +7.3% | +5.1% | +2.3% | +5.1% |
| 6M | +16.7% | -5.0% | +21.7% | +17.4% |
| YTD | -2.8% | +10.7% | -13.5% | -8.5% |
| 1Y | -6.7% | +0.7% | -7.4% | -9.1% |
| 3Y | +41.1% | +24.0% | +17.1% | +24.3% |
| 5Y | +22.0% | +19.3% | +2.7% | +8.6% |
| 10Y | +357.9% | +96.4% | +261.5% | +187.8% |
| All | +953.6% | +426.0% | +527.5% | +281.4% |
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