+25,027.4%
SYK vs IP
+364.8%
+24,662.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.2% |
| 7D | -8.3% | -5.3% | -3.1% | -7.0% |
| 30D | -10.1% | -10.9% | +0.8% | -7.3% |
| 3M | +0.9% | +11.2% | -10.3% | -2.4% |
| 6M | -20.2% | -10.2% | -10.0% | -18.9% |
| YTD | -13.3% | -2.0% | -11.3% | -14.4% |
| 1Y | -22.3% | -19.1% | -3.3% | -19.6% |
| 3Y | +9.7% | +20.9% | -11.1% | -1.5% |
| 5Y | +15.4% | -17.8% | +33.2% | +14.2% |
| 10Y | +192.9% | +23.5% | +169.3% | +149.5% |
| All | +25,027.4% | +364.8% | +24,662.6% | +10,137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling