-22.3%
SYK vs IRM
+34.4%
-56.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.6% |
| 7D | -8.3% | -0.5% | -7.9% | -8.3% |
| 30D | -10.1% | -8.1% | -2.0% | -9.9% |
| 3M | +0.9% | -9.7% | +10.6% | +1.1% |
| 6M | -20.2% | +10.0% | -30.2% | -21.1% |
| YTD | -13.3% | +43.0% | -56.3% | -14.7% |
| 1Y | -22.3% | +32.7% | -55.0% | -24.1% |
| All | -22.3% | +34.4% | -56.8% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling