+648.7%
SYY vs IWD
+745.6%
-96.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.0% | 0.0% | +0.4% |
| 7D | -4.1% | +1.3% | -5.4% | -5.0% |
| 30D | +0.3% | +3.6% | -3.3% | -2.3% |
| 3M | -6.3% | +2.3% | -8.7% | -8.0% |
| 6M | +9.7% | +13.0% | -3.3% | -0.3% |
| YTD | +9.4% | +26.2% | -16.7% | -8.5% |
| 1Y | +7.3% | +30.5% | -23.2% | -12.7% |
| 3Y | +27.6% | +86.2% | -58.6% | -21.4% |
| 5Y | +12.5% | +72.9% | -60.3% | -26.5% |
| 10Y | +87.4% | +205.0% | -117.6% | -14.4% |
| All | +648.7% | +745.6% | -96.9% | +64.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling