+53.0%
IJR vs SYY
+29.1%
+23.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -2.2% | +3.9% | -6.1% | -3.2% |
| 30D | -4.6% | -1.7% | -2.8% | -4.2% |
| 3M | +0.2% | +5.2% | -4.9% | -1.4% |
| 6M | +14.7% | -0.2% | +14.9% | +14.1% |
| YTD | +18.9% | +15.4% | +3.5% | +11.8% |
| 1Y | +19.9% | +5.6% | +14.3% | +16.7% |
| 3Y | +53.0% | +28.9% | +24.2% | +31.7% |
| All | +53.0% | +29.1% | +23.9% | +31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling