+24.2%
IJR vs SYY
+8.7%
+15.4%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | +0.9% |
| 7D | +2.3% | -6.3% | +8.6% | +2.9% |
| 30D | +2.8% | +0.7% | +2.1% | +2.6% |
| 3M | -4.6% | -6.4% | +1.8% | -4.1% |
| 6M | +5.7% | +7.6% | -1.9% | +4.2% |
| YTD | +19.9% | +7.4% | +12.5% | +17.4% |
| 1Y | +24.2% | +8.3% | +15.9% | +21.2% |
| All | +24.2% | +8.7% | +15.4% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling