-22.3%
SYK vs ICE
-7.2%
-15.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -0.9% |
| 7D | -8.3% | -0.7% | -7.7% | -8.1% |
| 30D | -10.1% | +7.6% | -17.7% | -12.4% |
| 3M | +0.9% | +13.9% | -13.0% | -3.5% |
| 6M | -20.2% | -2.4% | -17.8% | -20.6% |
| YTD | -13.3% | +0.3% | -13.5% | -15.1% |
| 1Y | -22.3% | -6.4% | -15.9% | -21.4% |
| All | -22.3% | -7.2% | -15.2% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling