-5.3%
SYK vs IJH
+12.9%
-18.2%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.9% | +2.6% | +0.1% |
| 7D | +7.5% | -3.4% | +10.9% | +8.8% |
| 30D | +20.4% | -3.1% | +23.6% | +21.8% |
| 3M | -0.3% | -6.6% | +6.4% | +1.9% |
| 6M | +14.2% | -1.6% | +15.8% | +14.4% |
| YTD | -3.8% | +9.5% | -13.3% | -8.1% |
| 1Y | -5.3% | +12.1% | -17.4% | -10.4% |
| All | -5.3% | +12.9% | -18.2% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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