+88.9%
SYY vs IP
+24.7%
+64.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.2% | -0.6% |
| 7D | +4.7% | 0.0% | +4.7% | +4.8% |
| 30D | -0.7% | +9.4% | -10.0% | -3.7% |
| 3M | -6.8% | -14.1% | +7.3% | -2.1% |
| 6M | +8.6% | +9.2% | -0.5% | +3.5% |
| YTD | +8.4% | -7.5% | +15.9% | +8.1% |
| 1Y | +7.1% | -2.8% | +9.9% | +4.5% |
| 3Y | +25.2% | +21.2% | +4.0% | +1.9% |
| 5Y | +13.0% | -11.5% | +24.4% | +5.1% |
| 10Y | +88.9% | +23.7% | +65.2% | +37.1% |
| All | +88.9% | +24.7% | +64.2% | +37.1% |
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