+66.9%
IYR vs SYY
+116.5%
-49.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.4% | +3.9% | -5.3% | -2.8% |
| 30D | -2.7% | -1.7% | -0.9% | -2.1% |
| 3M | -2.1% | +5.2% | -7.3% | -4.1% |
| 6M | +3.6% | -0.2% | +3.8% | +2.7% |
| YTD | +8.1% | +15.4% | -7.2% | +1.0% |
| 1Y | +4.7% | +5.6% | -0.9% | +1.1% |
| 3Y | +29.1% | +28.9% | +0.2% | +14.3% |
| 5Y | +6.9% | +24.1% | -17.1% | -5.2% |
| All | +66.9% | +116.5% | -49.6% | +18.2% |
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