+15.3%
SYY vs IVZ
+36.0%
-20.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.7% |
| 7D | +0.3% | +7.6% | -7.3% | -1.1% |
| 30D | -4.8% | +4.3% | -9.1% | -5.7% |
| 3M | -7.1% | -9.3% | +2.3% | -5.6% |
| 6M | +6.8% | +5.2% | +1.5% | +4.9% |
| YTD | +7.7% | +13.4% | -5.8% | +3.3% |
| 1Y | +5.7% | +25.4% | -19.7% | -1.0% |
| 3Y | +24.6% | +152.5% | -127.9% | -7.2% |
| All | +15.3% | +36.0% | -20.7% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling