+111.5%
SYY vs IAG
+423.2%
-311.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | +1.5% | -4.1% | +5.6% | +1.7% |
| 30D | -2.3% | +10.6% | -12.9% | -2.8% |
| 3M | +5.5% | +35.4% | -29.9% | +3.9% |
| 6M | -1.0% | -9.5% | +8.6% | -1.0% |
| YTD | +14.1% | +21.8% | -7.7% | +12.4% |
| 1Y | +5.6% | +84.1% | -78.6% | +1.8% |
| 3Y | +27.9% | +817.4% | -789.5% | +12.6% |
| 5Y | +22.7% | +830.1% | -807.4% | +5.6% |
| All | +111.5% | +423.2% | -311.6% | +82.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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