+12.5%
SYK vs IOT
+54.4%
-41.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.4% | -1.9% |
| 7D | -12.3% | -0.8% | -11.5% | -12.3% |
| 30D | -22.4% | -4.7% | -17.8% | -22.2% |
| 3M | -12.3% | +17.8% | -30.1% | -14.1% |
| 6M | -24.3% | +16.8% | -41.1% | -26.1% |
| YTD | -22.8% | +8.4% | -31.2% | -24.3% |
| 1Y | -28.8% | -0.8% | -28.0% | -29.8% |
| 3Y | -4.0% | +25.7% | -29.7% | -10.6% |
| All | +12.5% | +54.4% | -41.9% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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