+75.8%
IVV vs SYK
-4.6%
+80.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.1% |
| 7D | -2.0% | -12.3% | +10.3% | +0.9% |
| 30D | -1.6% | -22.4% | +20.8% | +4.2% |
| 3M | +4.8% | -12.3% | +17.1% | +6.7% |
| 6M | +12.6% | -24.3% | +36.9% | +20.3% |
| YTD | +11.8% | -22.8% | +34.5% | +18.3% |
| 1Y | +17.6% | -28.8% | +46.3% | +28.1% |
| All | +75.8% | -4.6% | +80.4% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling