+83.1%
IVV vs SYY
+18.7%
+64.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.8% |
| 30D | +0.1% | -4.9% | +5.0% | +1.5% |
| 3M | +2.0% | +8.4% | -6.4% | -0.7% |
| 6M | +13.0% | -7.4% | +20.4% | +15.0% |
| YTD | +13.6% | +11.0% | +2.6% | +8.1% |
| 1Y | +20.1% | -0.2% | +20.3% | +18.6% |
| 3Y | +77.6% | +23.8% | +53.8% | +57.6% |
| All | +83.1% | +18.7% | +64.4% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling