+167.6%
SYK vs IBKR
+987.9%
-820.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.7% |
| 7D | -12.3% | -3.8% | -8.5% | -11.4% |
| 30D | -22.4% | -0.3% | -22.1% | -22.5% |
| 3M | -12.3% | +4.8% | -17.1% | -14.2% |
| 6M | -24.3% | +30.8% | -55.1% | -31.0% |
| YTD | -22.8% | +39.5% | -62.2% | -31.4% |
| 1Y | -28.8% | +43.7% | -72.4% | -37.8% |
| 3Y | -4.0% | +284.7% | -288.6% | -42.2% |
| 5Y | +3.8% | +484.9% | -481.0% | -48.3% |
| All | +167.6% | +987.9% | -820.3% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling