+313.6%
IVV vs SYK
+173.6%
+140.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.2% |
| 7D | -2.0% | -12.3% | +10.3% | +3.4% |
| 30D | -1.6% | -22.4% | +20.8% | +9.2% |
| 3M | +4.8% | -12.3% | +17.1% | +9.1% |
| 6M | +12.6% | -24.3% | +36.9% | +24.7% |
| YTD | +11.8% | -22.8% | +34.5% | +22.3% |
| 1Y | +17.6% | -28.8% | +46.3% | +33.2% |
| 3Y | +77.0% | -4.0% | +81.0% | +71.5% |
| 5Y | +82.6% | +3.8% | +78.7% | +66.4% |
| All | +313.6% | +173.6% | +140.0% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling