+938.6%
IGV vs SYK
+1,092.4%
-153.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.3% | +0.3% |
| 7D | -5.4% | -12.3% | +7.0% | +0.7% |
| 30D | -2.6% | -22.4% | +19.8% | +9.7% |
| 3M | +10.5% | -12.3% | +22.9% | +16.2% |
| 6M | +18.2% | -24.3% | +42.5% | +32.5% |
| YTD | -4.2% | -22.8% | +18.5% | +5.8% |
| 1Y | -9.8% | -28.8% | +19.0% | +3.4% |
| 3Y | +39.1% | -4.0% | +43.1% | +35.5% |
| 5Y | +21.2% | +3.8% | +17.4% | +12.4% |
| 10Y | +361.5% | +172.8% | +188.7% | +154.0% |
| All | +938.6% | +1,092.4% | -153.8% | +173.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 all: compounded portfolio wealth divided by compounded SYK 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…
all analysis · Full analysis span regression · 6 months rolling