+24.0%
SYY vs IBB
+64.8%
-40.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | -2.8% | -1.7% | -1.1% | -2.3% |
| 30D | -5.3% | +4.9% | -10.1% | -6.6% |
| 3M | +5.1% | +24.2% | -19.1% | -1.4% |
| 6M | -5.0% | +23.8% | -28.8% | -10.9% |
| YTD | +10.7% | +23.0% | -12.3% | +3.9% |
| 1Y | +0.7% | +46.2% | -45.5% | -10.9% |
| 3Y | +24.0% | +64.8% | -40.8% | +1.0% |
| All | +24.0% | +64.8% | -40.8% | +1.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling