+2,235.7%
SYY vs IVZ
+1,090.9%
+1,144.8%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.2% |
| 7D | -2.8% | +1.1% | -3.9% | -3.0% |
| 30D | -5.3% | +3.1% | -8.4% | -6.0% |
| 3M | +5.1% | +18.2% | -13.1% | +1.0% |
| 6M | -5.0% | +38.6% | -43.6% | -12.0% |
| YTD | +10.7% | +25.9% | -15.2% | +4.2% |
| 1Y | +0.7% | +51.7% | -51.0% | -9.2% |
| 3Y | +24.0% | +138.7% | -114.6% | -1.0% |
| 5Y | +19.3% | +62.8% | -43.5% | +1.3% |
| 10Y | +96.4% | +60.9% | +35.5% | +56.7% |
| All | +2,235.7% | +1,090.9% | +1,144.8% | +1,179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling