+457.7%
SYY vs IBB
+584.7%
-127.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.0% |
| 7D | -4.1% | +2.7% | -6.8% | -5.0% |
| 30D | +0.3% | +6.3% | -6.0% | -1.8% |
| 3M | -6.3% | +11.1% | -17.4% | -9.9% |
| 6M | +9.7% | +29.2% | -19.5% | -0.1% |
| YTD | +9.4% | +30.2% | -20.8% | -0.9% |
| 1Y | +7.3% | +39.5% | -32.2% | -5.2% |
| 3Y | +27.6% | +92.3% | -64.7% | -0.2% |
| 5Y | +12.5% | +43.0% | -30.4% | -3.5% |
| 10Y | +87.4% | +137.1% | -49.7% | +34.0% |
| All | +457.7% | +584.7% | -127.0% | +129.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling