+15.3%
SYY vs IRM
+187.5%
-172.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.3% |
| 7D | +0.3% | +6.8% | -6.5% | -0.9% |
| 30D | -4.8% | +2.6% | -7.4% | -5.4% |
| 3M | -7.1% | -9.5% | +2.4% | -5.6% |
| 6M | +6.8% | -8.5% | +15.3% | +7.9% |
| YTD | +7.7% | +40.3% | -32.6% | -1.3% |
| 1Y | +5.7% | +28.7% | -23.0% | -1.4% |
| 3Y | +24.6% | +111.8% | -87.3% | -3.9% |
| All | +15.3% | +187.5% | -172.2% | -19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling