+447.5%
SYY vs IBB
+580.2%
-132.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | 0.0% | -1.4% | +1.4% | +0.4% |
| 30D | -2.2% | +6.8% | -9.0% | -4.5% |
| 3M | -8.0% | +9.2% | -17.3% | -11.1% |
| 6M | +7.5% | +28.3% | -20.9% | -1.9% |
| YTD | +7.4% | +29.4% | -21.9% | -2.5% |
| 1Y | +4.9% | +33.2% | -28.3% | -5.8% |
| 3Y | +24.1% | +90.2% | -66.1% | -2.6% |
| 5Y | +13.4% | +44.0% | -30.6% | -3.0% |
| 10Y | +87.5% | +133.1% | -45.6% | +34.9% |
| All | +447.5% | +580.2% | -132.8% | +126.0% |
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 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