+5.0%
SYK vs IAG
+813.2%
-808.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.8% |
| 7D | -12.3% | -4.1% | -8.3% | -12.1% |
| 30D | -22.4% | +10.6% | -33.1% | -22.9% |
| 3M | -12.3% | +35.4% | -47.7% | -14.1% |
| 6M | -24.3% | -9.5% | -14.8% | -24.2% |
| YTD | -22.8% | +21.8% | -44.6% | -24.5% |
| 1Y | -28.8% | +84.1% | -112.9% | -32.7% |
| 3Y | -4.0% | +817.4% | -821.3% | -22.4% |
| All | +5.0% | +813.2% | -808.2% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling