+178.2%
SYK vs IP
+15.7%
+162.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.1% | +4.7% | +1.2% |
| 7D | -11.8% | -4.6% | -7.2% | -10.5% |
| 30D | -20.4% | -15.3% | -5.1% | -16.2% |
| 3M | -12.1% | +2.7% | -14.7% | -13.2% |
| 6M | -24.3% | -7.4% | -17.0% | -23.5% |
| YTD | -21.2% | -8.8% | -12.4% | -20.5% |
| 1Y | -29.2% | -22.4% | -6.7% | -25.1% |
| 3Y | -2.1% | +14.2% | -16.3% | -14.3% |
| 5Y | +4.7% | -21.8% | +26.6% | +5.0% |
| 10Y | +178.2% | +18.3% | +160.0% | +123.3% |
| All | +178.2% | +15.7% | +162.5% | +123.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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