+407.5%
SYY vs IAG
+377.5%
+30.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.2% |
| 7D | -2.3% | -0.5% | -1.8% | -2.3% |
| 30D | -4.9% | +28.9% | -33.8% | -5.9% |
| 3M | +8.4% | +19.1% | -10.8% | +7.5% |
| 6M | -7.4% | -10.3% | +2.9% | -7.3% |
| YTD | +11.0% | +24.2% | -13.2% | +9.6% |
| 1Y | -0.2% | +116.5% | -116.7% | -3.6% |
| 3Y | +23.8% | +742.8% | -719.0% | +12.5% |
| 5Y | +18.1% | +753.3% | -735.2% | +5.8% |
| 10Y | +94.6% | +403.2% | -308.6% | +73.3% |
| All | +407.5% | +377.5% | +30.0% | +321.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling