+113.8%
SYY vs IVZ
+65.9%
+47.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.7% |
| 7D | +3.9% | -2.4% | +6.3% | +4.8% |
| 30D | -1.7% | +3.0% | -4.8% | -2.9% |
| 3M | +5.2% | +14.9% | -9.7% | -0.6% |
| 6M | -0.2% | +36.7% | -36.9% | -11.8% |
| YTD | +15.4% | +25.7% | -10.3% | +4.2% |
| 1Y | +5.6% | +47.7% | -42.1% | -10.6% |
| 3Y | +28.9% | +138.8% | -110.0% | -14.0% |
| 5Y | +24.1% | +62.1% | -38.0% | -7.0% |
| All | +113.8% | +65.9% | +47.9% | +18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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