+511.0%
SYK vs IEFA
+209.0%
+302.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | -12.3% | -2.4% | -9.9% | -10.5% |
| 30D | -22.4% | -2.1% | -20.3% | -21.0% |
| 3M | -12.3% | +5.5% | -17.9% | -16.5% |
| 6M | -24.3% | +8.1% | -32.4% | -29.8% |
| YTD | -22.8% | +11.9% | -34.7% | -30.7% |
| 1Y | -28.8% | +18.1% | -46.9% | -39.1% |
| 3Y | -4.0% | +65.5% | -69.4% | -39.7% |
| 5Y | +3.8% | +50.1% | -46.2% | -29.0% |
| 10Y | +172.8% | +144.2% | +28.6% | +25.5% |
| All | +511.0% | +209.0% | +302.0% | +133.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling