+1,950.0%
SYK vs IBN
+1,454.8%
+495.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.9% |
| 7D | -12.3% | -5.5% | -6.9% | -11.5% |
| 30D | -22.4% | -3.4% | -19.0% | -22.0% |
| 3M | -12.3% | +8.7% | -21.0% | -13.5% |
| 6M | -24.3% | +3.7% | -28.0% | -24.8% |
| YTD | -22.8% | -2.4% | -20.4% | -22.5% |
| 1Y | -28.8% | -8.1% | -20.7% | -27.9% |
| 3Y | -4.0% | +26.3% | -30.3% | -8.3% |
| 5Y | +3.8% | +54.9% | -51.1% | -4.4% |
| 10Y | +172.8% | +311.8% | -139.0% | +111.5% |
| All | +1,950.0% | +1,454.8% | +495.2% | +1,158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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