+19.3%
SYY vs IWD
+73.8%
-54.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.4% |
| 7D | -2.8% | -0.2% | -2.6% | -2.6% |
| 30D | -5.3% | -0.8% | -4.5% | -4.7% |
| 3M | +5.1% | +8.0% | -3.0% | -1.6% |
| 6M | -5.0% | +18.2% | -23.2% | -17.6% |
| YTD | +10.7% | +22.3% | -11.6% | -6.8% |
| 1Y | +0.7% | +28.9% | -28.2% | -19.0% |
| 3Y | +24.0% | +71.5% | -47.5% | -23.6% |
| 5Y | +19.3% | +73.6% | -54.3% | -27.3% |
| All | +19.3% | +73.8% | -54.6% | -27.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling