+758.4%
IVV vs SYY
+660.2%
+98.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +1.6% |
| 7D | +0.1% | -4.1% | +4.2% | +1.4% |
| 30D | -3.3% | +0.3% | -3.6% | -3.8% |
| 3M | -2.4% | -6.3% | +4.0% | -0.4% |
| 6M | +2.6% | +9.7% | -7.1% | -1.7% |
| YTD | +11.3% | +9.4% | +1.8% | +5.4% |
| 1Y | +13.4% | +7.3% | +6.2% | +8.1% |
| 3Y | +80.3% | +27.6% | +52.6% | +58.0% |
| 5Y | +72.7% | +12.5% | +60.2% | +57.6% |
| 10Y | +309.6% | +87.4% | +222.2% | +175.4% |
| All | +758.4% | +660.2% | +98.2% | +230.3% |
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