+88.7%
SYY vs IP
+26.3%
+62.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | -7.3% | -5.1% | -2.2% | -5.5% |
| 30D | +0.1% | +8.5% | -8.4% | -2.7% |
| 3M | -8.2% | -13.8% | +5.6% | -3.7% |
| 6M | +6.3% | +5.7% | +0.5% | +2.4% |
| YTD | +7.3% | -9.1% | +16.4% | +7.7% |
| 1Y | +8.5% | -0.8% | +9.3% | +5.0% |
| 3Y | +24.9% | +14.8% | +10.1% | +4.1% |
| 5Y | +8.0% | -11.5% | +19.6% | +0.2% |
| All | +88.7% | +26.3% | +62.4% | +40.4% |
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