-7.2%
SYK vs IAG
+796.9%
-804.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.9% |
| 7D | -12.3% | -4.1% | -8.3% | -12.2% |
| 30D | -22.4% | +10.6% | -33.1% | -22.7% |
| 3M | -12.3% | +35.4% | -47.7% | -13.4% |
| 6M | -24.3% | -9.5% | -14.8% | -24.2% |
| YTD | -22.8% | +21.8% | -44.6% | -23.8% |
| 1Y | -28.8% | +84.1% | -112.9% | -31.5% |
| All | -7.2% | +796.9% | -804.1% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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