+322.1%
IVV vs SYY
+102.5%
+219.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.2% | -2.6% | -1.1% |
| 7D | -0.4% | -0.2% | -0.1% | -0.3% |
| 30D | -1.4% | -2.7% | +1.4% | -0.6% |
| 3M | +3.7% | +5.9% | -2.2% | +1.7% |
| 6M | +13.0% | -2.3% | +15.4% | +12.9% |
| YTD | +12.4% | +13.1% | -0.6% | +6.8% |
| 1Y | +18.6% | +3.8% | +14.9% | +15.6% |
| 3Y | +78.1% | +26.7% | +51.4% | +60.4% |
| 5Y | +82.3% | +19.4% | +62.8% | +66.6% |
| 10Y | +322.1% | +112.0% | +210.1% | +216.1% |
| All | +322.1% | +102.5% | +219.6% | +216.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling