+26.6%
SYY vs IOT
+54.1%
-27.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.2% | +1.1% |
| 7D | +3.9% | -4.5% | +8.5% | +4.2% |
| 30D | -1.7% | -2.4% | +0.7% | -1.7% |
| 3M | +5.2% | +19.0% | -13.8% | +4.0% |
| 6M | -0.2% | +19.6% | -19.8% | -1.7% |
| YTD | +15.4% | +8.3% | +7.1% | +14.1% |
| 1Y | +5.6% | -0.8% | +6.4% | +4.7% |
| 3Y | +28.9% | +24.4% | +4.5% | +22.2% |
| All | +26.6% | +54.1% | -27.5% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 5y: compounded portfolio wealth divided by compounded IOT 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…
5y analysis · Full analysis span regression · 6 months rolling