+48.1%
IJH vs SYY
+23.4%
+24.7%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | -1.9% | +3.9% | -5.8% | -3.3% |
| 30D | -4.6% | -1.7% | -2.9% | -4.0% |
| 3M | -1.2% | +5.2% | -6.3% | -3.4% |
| 6M | +9.4% | -0.2% | +9.6% | +8.4% |
| YTD | +13.3% | +15.4% | -2.0% | +4.7% |
| 1Y | +13.4% | +5.6% | +7.8% | +9.0% |
| 3Y | +50.4% | +28.9% | +21.6% | +28.1% |
| All | +48.1% | +23.4% | +24.7% | +25.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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