-22.3%
SYK vs IJR
+25.5%
-47.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.0% | -1.7% |
| 7D | -8.3% | -0.2% | -8.2% | -8.3% |
| 30D | -10.1% | -2.4% | -7.6% | -9.3% |
| 3M | +0.9% | +3.9% | -3.0% | -0.5% |
| 6M | -20.2% | +12.4% | -32.6% | -23.6% |
| YTD | -13.3% | +21.5% | -34.8% | -19.3% |
| 1Y | -22.3% | +24.0% | -46.3% | -28.7% |
| All | -22.3% | +25.5% | -47.8% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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