+87.4%
SYY vs IP
+31.6%
+55.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.0% |
| 7D | -4.1% | -3.0% | -1.1% | -3.0% |
| 30D | +0.3% | +10.6% | -10.3% | -3.1% |
| 3M | -6.3% | -13.6% | +7.2% | -1.8% |
| 6M | +9.7% | +10.4% | -0.7% | +4.1% |
| YTD | +9.4% | -6.5% | +15.9% | +8.7% |
| 1Y | +7.3% | -2.1% | +9.4% | +4.5% |
| 3Y | +27.6% | +22.0% | +5.7% | +3.7% |
| 5Y | +12.5% | -9.7% | +22.3% | +3.8% |
| 10Y | +87.4% | +26.8% | +60.6% | +35.5% |
| All | +87.4% | +31.6% | +55.8% | +35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling