+167.6%
SYK vs IJR
+170.6%
-3.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.4% |
| 7D | -12.3% | -2.3% | -10.0% | -10.9% |
| 30D | -22.4% | -4.7% | -17.7% | -19.9% |
| 3M | -12.3% | +2.1% | -14.5% | -13.6% |
| 6M | -24.3% | +13.9% | -38.2% | -30.8% |
| YTD | -22.8% | +18.2% | -41.0% | -31.3% |
| 1Y | -28.8% | +21.8% | -50.6% | -38.1% |
| 3Y | -4.0% | +52.2% | -56.2% | -30.9% |
| 5Y | +3.8% | +40.1% | -36.3% | -21.2% |
| All | +167.6% | +170.6% | -3.1% | +32.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling