+2,171.6%
SYY vs IVZ
+973.1%
+1,198.5%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.2% | +0.6% |
| 7D | +0.3% | +7.6% | -7.3% | -1.2% |
| 30D | -4.8% | +4.3% | -9.1% | -5.8% |
| 3M | -7.1% | -9.3% | +2.3% | -5.4% |
| 6M | +6.8% | +5.2% | +1.5% | +4.8% |
| YTD | +7.7% | +13.4% | -5.8% | +3.3% |
| 1Y | +5.7% | +25.4% | -19.7% | -0.8% |
| 3Y | +24.6% | +152.5% | -127.9% | -2.0% |
| 5Y | +15.6% | +36.7% | -21.1% | +1.9% |
| 10Y | +87.9% | +45.0% | +42.9% | +53.0% |
| All | +2,171.6% | +973.1% | +1,198.5% | +1,168.4% |
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