+583.9%
SYK vs IOVA
-92.0%
+675.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | -0.3% |
| 7D | -11.8% | -2.2% | -9.6% | -11.8% |
| 30D | -20.4% | +31.7% | -52.1% | -20.8% |
| 3M | -12.1% | +117.3% | -129.3% | -13.5% |
| 6M | -24.3% | +55.8% | -80.2% | -25.2% |
| YTD | -21.2% | +208.8% | -230.0% | -23.2% |
| 1Y | -29.2% | +255.7% | -284.9% | -31.3% |
| 3Y | -2.1% | +41.7% | -43.7% | -5.0% |
| 5Y | +4.7% | -64.9% | +69.7% | +2.7% |
| 10Y | +178.2% | +6.3% | +171.9% | +168.6% |
| All | +583.9% | -92.0% | +675.9% | +541.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling