+20.7%
IWM vs SYK
-28.8%
+49.5%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +0.9% | -0.9% |
| 7D | -2.5% | -12.3% | +9.8% | -1.8% |
| 30D | -4.4% | -22.4% | +18.0% | -3.0% |
| 3M | +2.2% | -12.3% | +14.6% | +2.7% |
| 6M | +14.0% | -24.3% | +38.3% | +17.2% |
| YTD | +17.4% | -22.8% | +40.1% | +20.3% |
| All | +20.7% | -28.8% | +49.5% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling