+167.6%
SYK vs IJH
+181.8%
-14.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | -12.3% | -2.5% | -9.8% | -10.6% |
| 30D | -22.4% | -5.0% | -17.4% | -19.3% |
| 3M | -12.3% | +0.5% | -12.9% | -13.0% |
| 6M | -24.3% | +8.2% | -32.5% | -29.3% |
| YTD | -22.8% | +12.4% | -35.2% | -30.2% |
| 1Y | -28.8% | +14.4% | -43.2% | -36.7% |
| 3Y | -4.0% | +49.5% | -53.5% | -33.2% |
| 5Y | +3.8% | +47.8% | -43.9% | -27.6% |
| All | +167.6% | +181.8% | -14.2% | +14.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling