+5.0%
SYK vs IBKR
+482.8%
-477.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -12.3% | -3.8% | -8.5% | -11.7% |
| 30D | -22.4% | -0.3% | -22.1% | -22.5% |
| 3M | -12.3% | +4.8% | -17.1% | -13.6% |
| 6M | -24.3% | +30.8% | -55.1% | -29.0% |
| YTD | -22.8% | +39.5% | -62.2% | -28.9% |
| 1Y | -28.8% | +43.7% | -72.4% | -35.3% |
| 3Y | -4.0% | +284.7% | -288.6% | -34.9% |
| All | +5.0% | +482.8% | -477.8% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling