+1,045.0%
IJH vs SYY
+691.4%
+353.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | -2.5% | +1.5% | -4.0% | -3.2% |
| 30D | -5.0% | -2.3% | -2.7% | -4.1% |
| 3M | +0.5% | +5.5% | -5.0% | -2.0% |
| 6M | +8.2% | -1.0% | +9.2% | +7.4% |
| YTD | +12.5% | +14.1% | -1.7% | +4.3% |
| 1Y | +14.4% | +5.6% | +8.8% | +9.5% |
| 3Y | +49.5% | +27.9% | +21.6% | +29.8% |
| 5Y | +47.8% | +22.7% | +25.1% | +29.5% |
| 10Y | +180.4% | +113.9% | +66.5% | +76.3% |
| All | +1,045.0% | +691.4% | +353.6% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling