+776.1%
IVV vs SYY
+670.9%
+105.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | +0.1% | -2.3% | +2.4% | +1.0% |
| 30D | +0.1% | -4.9% | +5.0% | +1.9% |
| 3M | +2.0% | +8.4% | -6.4% | -1.3% |
| 6M | +13.0% | -7.4% | +20.4% | +15.1% |
| YTD | +13.6% | +11.0% | +2.6% | +7.5% |
| 1Y | +20.1% | -0.2% | +20.3% | +18.0% |
| 3Y | +77.6% | +23.8% | +53.8% | +58.2% |
| 5Y | +82.5% | +18.1% | +64.3% | +63.8% |
| 10Y | +316.5% | +94.6% | +221.9% | +176.3% |
| All | +776.1% | +670.9% | +105.2% | +236.9% |
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