+166.4%
IWM vs SYY
+116.5%
+49.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | 0.0% |
| 7D | -2.4% | +3.9% | -6.4% | -4.0% |
| 30D | -4.6% | -1.7% | -2.8% | -3.9% |
| 3M | -0.3% | +5.2% | -5.5% | -2.7% |
| 6M | +14.7% | -0.2% | +14.9% | +13.5% |
| YTD | +17.8% | +15.4% | +2.5% | +9.0% |
| 1Y | +21.2% | +5.6% | +15.6% | +16.3% |
| 3Y | +62.3% | +28.9% | +33.5% | +40.7% |
| 5Y | +38.7% | +24.1% | +14.7% | +21.5% |
| All | +166.4% | +116.5% | +49.8% | +85.0% |
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