+4,093.1%
SYY vs IP
+331.0%
+3,762.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.3% | +1.9% |
| 7D | -7.3% | -5.1% | -2.2% | -6.0% |
| 30D | +0.1% | +8.5% | -8.4% | -1.9% |
| 3M | -8.9% | -13.8% | +5.0% | -5.7% |
| 6M | +5.5% | +5.7% | -0.2% | +3.0% |
| YTD | +6.6% | -9.1% | +15.7% | +7.0% |
| 1Y | +7.7% | -0.8% | +8.5% | +5.7% |
| 3Y | +24.0% | +14.8% | +9.2% | +13.4% |
| 5Y | +7.3% | -11.5% | +18.8% | +3.9% |
| 10Y | +105.7% | +27.9% | +77.8% | +79.3% |
| All | +4,093.1% | +331.0% | +3,762.1% | +1,701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling