-29.8%
SYK vs IJH
+14.0%
-43.8%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -12.3% | -2.5% | -9.8% | -11.7% |
| 30D | -22.4% | -5.0% | -17.4% | -21.4% |
| 3M | -12.3% | +0.5% | -12.9% | -12.7% |
| 6M | -24.3% | +8.2% | -32.5% | -26.7% |
| YTD | -22.8% | +12.4% | -35.2% | -26.3% |
| All | -29.8% | +14.0% | -43.8% | -33.2% |
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