+1,135.5%
IJR vs SYY
+684.3%
+451.1%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.2% | -3.2% | -2.1% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -3.6% | -2.7% | -0.9% | -2.5% |
| 3M | +2.3% | +5.9% | -3.6% | -0.6% |
| 6M | +14.3% | -2.3% | +16.7% | +14.1% |
| YTD | +19.3% | +13.1% | +6.2% | +10.6% |
| 1Y | +22.6% | +3.8% | +18.9% | +18.1% |
| 3Y | +53.5% | +26.7% | +26.8% | +33.1% |
| 5Y | +39.9% | +19.4% | +20.5% | +23.4% |
| 10Y | +172.1% | +112.0% | +60.1% | +69.8% |
| All | +1,135.5% | +684.3% | +451.1% | +388.8% |
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