+167.6%
SYK vs IOVA
+3.8%
+163.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.5% | -1.7% |
| 7D | -12.3% | -6.4% | -5.9% | -12.0% |
| 30D | -22.4% | +25.4% | -47.9% | -23.8% |
| 3M | -12.3% | +115.3% | -127.7% | -17.5% |
| 6M | -24.3% | +56.5% | -80.8% | -27.7% |
| YTD | -22.8% | +198.2% | -220.9% | -30.0% |
| 1Y | -28.8% | +242.0% | -270.8% | -36.6% |
| 3Y | -4.0% | +36.8% | -40.8% | -15.7% |
| 5Y | +3.8% | -64.3% | +68.1% | -3.1% |
| All | +167.6% | +3.8% | +163.8% | +140.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 10y: compounded portfolio wealth divided by compounded IOVA 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…
10y analysis · Full analysis span regression · 6 months rolling