+113.8%
SYY vs IRM
+440.8%
-326.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.0% | -0.9% | +0.4% |
| 7D | +3.9% | -1.4% | +5.4% | +4.4% |
| 30D | -1.7% | -7.4% | +5.6% | +0.6% |
| 3M | +5.2% | -7.4% | +12.5% | +7.2% |
| 6M | -0.2% | +8.7% | -8.9% | -4.5% |
| YTD | +15.4% | +40.9% | -25.6% | +0.1% |
| 1Y | +5.6% | +20.5% | -14.9% | -3.6% |
| 3Y | +28.9% | +101.7% | -72.8% | -9.3% |
| 5Y | +24.1% | +197.7% | -173.6% | -29.3% |
| All | +113.8% | +440.8% | -326.9% | -15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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