+465.6%
SYY vs IBB
+560.8%
-95.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.0% |
| 7D | -2.3% | +1.4% | -3.7% | -2.8% |
| 30D | -4.9% | +10.5% | -15.4% | -8.3% |
| 3M | +8.4% | +23.6% | -15.3% | +0.4% |
| 6M | -7.4% | +22.6% | -30.0% | -14.1% |
| YTD | +11.0% | +25.7% | -14.7% | +1.9% |
| 1Y | -0.2% | +51.4% | -51.6% | -14.3% |
| 3Y | +23.8% | +64.4% | -40.6% | +2.3% |
| 5Y | +18.1% | +22.1% | -4.0% | +6.9% |
| 10Y | +94.6% | +132.5% | -37.9% | +40.1% |
| All | +465.6% | +560.8% | -95.2% | +136.2% |
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