+756.6%
IWM vs SYY
+638.3%
+118.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.2% |
| 7D | +2.8% | +1.3% | +1.4% | +2.2% |
| 30D | +0.6% | -3.5% | +4.2% | +1.9% |
| 3M | -7.8% | -9.3% | +1.6% | -4.2% |
| 6M | -1.0% | +5.9% | -6.9% | -4.5% |
| YTD | +13.9% | +6.5% | +7.4% | +8.1% |
| 1Y | +15.4% | +4.0% | +11.4% | +10.6% |
| 3Y | +70.2% | +23.0% | +47.3% | +48.7% |
| 5Y | +23.7% | +14.3% | +9.3% | +10.9% |
| 10Y | +147.8% | +85.8% | +61.9% | +62.5% |
| All | +756.6% | +638.3% | +118.3% | +243.3% |
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