+6.1%
IYR vs SYY
+20.0%
-13.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | -2.8% | +1.5% | -4.3% | -3.3% |
| 30D | -2.5% | -2.3% | -0.2% | -1.8% |
| 3M | -3.0% | +5.5% | -8.4% | -4.8% |
| 6M | +1.6% | -1.0% | +2.6% | +1.2% |
| YTD | +7.3% | +14.1% | -6.8% | +0.8% |
| 1Y | +5.6% | +5.6% | +0.1% | +2.2% |
| 3Y | +28.1% | +27.9% | +0.2% | +13.2% |
| 5Y | +6.1% | +22.7% | -16.6% | -6.7% |
| All | +6.1% | +20.0% | -13.9% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling