+62.3%
IWM vs SYK
-2.6%
+65.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.6% | -0.1% |
| 7D | -2.4% | -9.1% | +6.7% | -0.2% |
| 30D | -4.6% | -20.6% | +16.1% | +1.1% |
| 3M | -0.3% | -9.6% | +9.3% | +1.1% |
| 6M | +14.7% | -19.9% | +34.6% | +21.2% |
| YTD | +17.8% | -21.2% | +39.0% | +24.8% |
| 1Y | +21.2% | -28.4% | +49.6% | +33.4% |
| 3Y | +62.3% | -5.3% | +67.7% | +62.2% |
| All | +62.3% | -2.6% | +65.0% | +62.2% |
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 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