+689.2%
SYY vs IWF
+719.4%
-30.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.7% |
| 7D | +3.9% | -0.9% | +4.9% | +4.5% |
| 30D | -1.7% | -1.7% | 0.0% | -0.9% |
| 3M | +5.2% | +0.7% | +4.5% | +4.2% |
| 6M | -0.2% | +8.6% | -8.8% | -5.4% |
| YTD | +15.4% | +3.5% | +11.9% | +12.1% |
| 1Y | +5.6% | +7.0% | -1.4% | +0.3% |
| 3Y | +28.9% | +76.3% | -47.5% | -10.8% |
| 5Y | +24.1% | +74.8% | -50.7% | -15.2% |
| 10Y | +116.2% | +420.5% | -304.2% | -19.7% |
| All | +689.2% | +719.4% | -30.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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