-7.2%
SYK vs IFF
+29.7%
-36.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.6% | -1.9% |
| 7D | -12.3% | -2.8% | -9.5% | -11.7% |
| 30D | -22.4% | -1.1% | -21.3% | -22.2% |
| 3M | -12.3% | +13.8% | -26.2% | -15.1% |
| 6M | -24.3% | +16.7% | -41.0% | -27.7% |
| YTD | -22.8% | +26.1% | -48.9% | -28.0% |
| 1Y | -28.8% | +33.5% | -62.3% | -34.7% |
| All | -7.2% | +29.7% | -36.9% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 3y: compounded portfolio wealth divided by compounded IFF 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…
3y analysis · Full analysis span regression · 6 months rolling