+659.2%
SYY vs IWD
+726.5%
-67.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | +8.4% | +7.2% | +1.2% | +2.5% |
| 6M | -7.4% | +16.2% | -23.6% | -17.6% |
| YTD | +11.0% | +23.3% | -12.3% | -5.7% |
| 1Y | -0.2% | +29.6% | -29.8% | -18.4% |
| 3Y | +23.8% | +70.5% | -46.7% | -18.5% |
| 5Y | +18.1% | +73.5% | -55.3% | -23.0% |
| 10Y | +94.6% | +198.3% | -103.7% | -9.6% |
| All | +659.2% | +726.5% | -67.3% | +69.9% |
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