+87.5%
SYY vs IWD
+205.2%
-117.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.4% |
| 7D | 0.0% | -0.6% | +0.6% | +0.6% |
| 30D | -2.2% | +3.6% | -5.8% | -5.8% |
| 3M | -8.0% | +2.7% | -10.7% | -10.6% |
| 6M | +7.5% | +13.2% | -5.7% | -6.3% |
| YTD | +7.4% | +26.8% | -19.3% | -17.2% |
| 1Y | +4.9% | +29.3% | -24.4% | -21.0% |
| 3Y | +24.1% | +85.1% | -61.0% | -38.6% |
| 5Y | +13.4% | +74.2% | -60.8% | -40.1% |
| 10Y | +87.5% | +204.6% | -117.1% | -42.2% |
| All | +87.5% | +205.2% | -117.7% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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