+9.3%
SYY vs IP
-12.0%
+21.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +2.0% |
| 7D | -7.3% | -5.1% | -2.2% | -6.2% |
| 30D | +0.1% | +8.5% | -8.4% | -1.4% |
| 3M | -8.2% | -13.8% | +5.6% | -5.6% |
| 6M | +6.3% | +5.7% | +0.5% | +4.1% |
| YTD | +7.3% | -9.1% | +16.4% | +7.9% |
| 1Y | +8.5% | -0.8% | +9.3% | +6.8% |
| 3Y | +24.9% | +14.8% | +10.1% | +10.0% |
| All | +9.3% | -12.0% | +21.3% | +10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling