+173.1%
SYK vs IJH
+184.0%
-11.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +1.4% |
| 7D | -9.1% | -1.9% | -7.2% | -7.7% |
| 30D | -20.6% | -4.6% | -16.0% | -17.7% |
| 3M | -9.6% | -1.2% | -8.4% | -9.0% |
| 6M | -19.9% | +9.4% | -29.3% | -25.8% |
| YTD | -21.2% | +13.3% | -34.5% | -29.2% |
| 1Y | -28.4% | +13.4% | -41.8% | -35.9% |
| 3Y | -5.3% | +50.4% | -55.8% | -34.5% |
| 5Y | +6.0% | +49.0% | -43.0% | -26.5% |
| All | +173.1% | +184.0% | -11.0% | +15.8% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling