+88.9%
SYY vs IWD
+203.8%
-114.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +4.7% | +1.6% | +3.2% | +3.0% |
| 30D | -0.7% | +3.6% | -4.2% | -4.3% |
| 3M | -6.8% | +2.0% | -8.8% | -8.8% |
| 6M | +8.6% | +13.1% | -4.4% | -5.2% |
| YTD | +8.4% | +26.2% | -17.8% | -16.1% |
| 1Y | +7.1% | +29.6% | -22.5% | -19.5% |
| 3Y | +25.2% | +84.3% | -59.1% | -37.7% |
| 5Y | +13.0% | +73.4% | -60.5% | -40.1% |
| 10Y | +88.9% | +202.4% | -113.6% | -41.3% |
| All | +88.9% | +203.8% | -114.9% | -41.3% |
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