+1,268.0%
SYK vs IEF
+126.7%
+1,141.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -2.4% |
| 7D | -12.3% | -1.2% | -11.1% | -13.0% |
| 30D | -22.4% | -1.5% | -21.0% | -23.2% |
| 3M | -12.3% | -1.7% | -10.7% | -13.3% |
| 6M | -24.3% | -3.5% | -20.8% | -26.0% |
| YTD | -22.8% | -2.6% | -20.1% | -24.1% |
| 1Y | -28.8% | -2.4% | -26.4% | -29.9% |
| 3Y | -4.0% | +8.9% | -12.9% | +1.5% |
| 5Y | +3.8% | -9.2% | +13.1% | -7.9% |
| 10Y | +172.8% | +3.9% | +168.9% | +176.6% |
| All | +1,268.0% | +126.7% | +1,141.4% | +2,715.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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