-29.8%
SYK vs IEFA
+17.7%
-47.5%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.7% |
| 7D | -12.3% | -2.4% | -9.9% | -11.8% |
| 30D | -22.4% | -2.1% | -20.3% | -22.0% |
| 3M | -12.3% | +5.5% | -17.9% | -13.5% |
| 6M | -24.3% | +8.1% | -32.4% | -26.1% |
| YTD | -22.8% | +11.9% | -34.7% | -26.2% |
| All | -29.8% | +17.7% | -47.5% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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