+4.0%
SYK vs IP
-17.3%
+21.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.8% | -2.0% | -6.8% | -8.3% |
| 7D | -12.9% | +0.1% | -13.0% | -12.9% |
| 30D | -18.5% | -11.2% | -7.2% | -16.2% |
| 3M | -8.1% | +12.3% | -20.4% | -10.5% |
| 6M | -23.8% | -5.2% | -18.5% | -23.2% |
| YTD | -20.9% | -4.0% | -17.0% | -21.0% |
| 1Y | -29.0% | -19.2% | -9.7% | -26.2% |
| 3Y | -1.7% | +20.3% | -22.0% | -12.5% |
| 5Y | +4.0% | -17.5% | +21.4% | +1.9% |
| All | +4.0% | -17.3% | +21.3% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling