+4,267.1%
SYY vs IP
+364.8%
+3,902.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.8% |
| 7D | -2.3% | -5.3% | +3.0% | -1.1% |
| 30D | -4.9% | -10.9% | +5.9% | -2.3% |
| 3M | +8.4% | +11.2% | -2.8% | +4.8% |
| 6M | -7.4% | -10.2% | +2.9% | -6.2% |
| YTD | +11.0% | -2.0% | +13.0% | +9.6% |
| 1Y | -0.2% | -19.1% | +18.9% | +2.8% |
| 3Y | +23.8% | +20.9% | +2.9% | +11.8% |
| 5Y | +18.1% | -17.8% | +36.0% | +16.6% |
| 10Y | +94.6% | +23.5% | +71.1% | +70.6% |
| All | +4,267.1% | +364.8% | +3,902.3% | +1,744.1% |
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