+112.0%
SYY vs IWD
+195.0%
-83.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.8% |
| 7D | -0.2% | -1.2% | +0.9% | +1.0% |
| 30D | -2.7% | -1.6% | -1.1% | -1.1% |
| 3M | +5.9% | +7.0% | -1.1% | -1.9% |
| 6M | -2.3% | +17.0% | -19.3% | -17.9% |
| YTD | +13.1% | +21.6% | -8.5% | -9.0% |
| 1Y | +3.8% | +28.0% | -24.2% | -21.2% |
| 3Y | +26.7% | +70.6% | -43.8% | -31.4% |
| 5Y | +19.4% | +73.3% | -53.9% | -37.1% |
| 10Y | +112.0% | +200.5% | -88.5% | -39.4% |
| All | +112.0% | +195.0% | -83.0% | -39.4% |
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