+53.0%
IJR vs SNY
-9.6%
+62.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.2% | -3.3% | +1.2% | -1.6% |
| 30D | -4.6% | -2.2% | -2.4% | -4.3% |
| 3M | +0.2% | -3.0% | +3.3% | +0.6% |
| 6M | +14.7% | +2.7% | +12.0% | +14.1% |
| YTD | +18.9% | -6.8% | +25.7% | +19.9% |
| 1Y | +19.9% | -5.3% | +25.2% | +20.6% |
| 3Y | +53.0% | -9.8% | +62.8% | +52.9% |
| All | +53.0% | -9.6% | +62.6% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling