+112.0%
SYY vs IBB
+122.2%
-10.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -0.2% | -3.9% | +3.7% | +1.5% |
| 30D | -2.7% | +2.7% | -5.5% | -4.1% |
| 3M | +5.9% | +21.4% | -15.5% | -3.1% |
| 6M | -2.3% | +20.1% | -22.4% | -10.5% |
| YTD | +13.1% | +21.9% | -8.8% | +2.7% |
| 1Y | +3.8% | +44.1% | -40.4% | -12.9% |
| 3Y | +26.7% | +63.4% | -36.6% | -1.2% |
| 5Y | +19.4% | +19.8% | -0.3% | +5.8% |
| 10Y | +112.0% | +127.0% | -15.0% | +35.3% |
| All | +112.0% | +122.2% | -10.3% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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