+8.1%
SYY vs IP
-2.1%
+10.3%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.6% |
| 7D | -4.1% | -3.0% | -1.1% | -3.7% |
| 30D | +0.3% | +10.6% | -10.3% | -0.8% |
| 3M | -6.3% | -13.6% | +7.2% | -4.7% |
| 6M | +9.7% | +10.4% | -0.7% | +7.7% |
| YTD | +9.4% | -6.5% | +15.9% | +9.8% |
| All | +8.1% | -2.1% | +10.3% | +7.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling