+21.5%
SYY vs IOT
+61.2%
-39.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.3% |
| 7D | -2.8% | +2.8% | -5.6% | -2.9% |
| 30D | -5.3% | -1.8% | -3.5% | -5.2% |
| 3M | +5.1% | +17.9% | -12.8% | +4.0% |
| 6M | -5.0% | +13.5% | -18.5% | -6.1% |
| YTD | +10.7% | +13.3% | -2.6% | +9.2% |
| 1Y | +0.7% | -3.3% | +4.0% | +0.1% |
| 3Y | +24.0% | +31.3% | -7.3% | +17.3% |
| All | +21.5% | +61.2% | -39.7% | +6.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling