+25.8%
SYY vs IWD
+73.3%
-47.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -0.8% |
| 7D | -2.3% | -0.3% | -2.0% | -2.1% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | +8.4% | +7.2% | +1.2% | +3.2% |
| 6M | -7.4% | +16.2% | -23.6% | -16.8% |
| YTD | +11.0% | +23.3% | -12.3% | -4.3% |
| 1Y | -0.2% | +29.6% | -29.8% | -17.0% |
| All | +25.8% | +73.3% | -47.5% | -14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling