+936.5%
IJR vs SNY
+241.9%
+694.5%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -2.2% | -3.3% | +1.2% | -0.9% |
| 30D | -4.6% | -2.2% | -2.4% | -3.8% |
| 3M | +0.2% | -3.0% | +3.3% | +1.1% |
| 6M | +14.7% | +2.7% | +12.0% | +12.9% |
| YTD | +18.9% | -6.8% | +25.7% | +21.3% |
| 1Y | +19.9% | -5.3% | +25.2% | +21.2% |
| 3Y | +53.0% | -9.8% | +62.8% | +52.3% |
| 5Y | +40.9% | +9.7% | +31.2% | +25.8% |
| 10Y | +171.1% | +64.5% | +106.6% | +97.2% |
| All | +936.5% | +241.9% | +694.5% | +393.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling