+791.8%
IWM vs SYK
+1,743.2%
-951.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -1.2% |
| 7D | -1.1% | -11.8% | +10.6% | +4.5% |
| 30D | -3.1% | -20.4% | +17.3% | +7.3% |
| 3M | +2.2% | -12.1% | +14.3% | +6.9% |
| 6M | +15.1% | -24.3% | +39.4% | +28.5% |
| YTD | +18.6% | -21.2% | +39.8% | +29.4% |
| 1Y | +24.0% | -29.2% | +53.2% | +42.1% |
| 3Y | +63.7% | -2.1% | +65.8% | +58.1% |
| 5Y | +38.2% | +4.7% | +33.5% | +27.2% |
| 10Y | +171.7% | +178.2% | -6.5% | +53.0% |
| All | +791.8% | +1,743.2% | -951.4% | +189.4% |
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