-7.2%
SYK vs IRM
+98.2%
-105.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | +0.1% | -1.6% |
| 7D | -12.3% | -1.8% | -10.5% | -12.0% |
| 30D | -22.4% | -7.8% | -14.7% | -21.3% |
| 3M | -12.3% | -7.9% | -4.5% | -11.2% |
| 6M | -24.3% | +6.3% | -30.6% | -26.2% |
| YTD | -22.8% | +38.2% | -60.9% | -29.8% |
| 1Y | -28.8% | +19.8% | -48.6% | -33.1% |
| All | -7.2% | +98.2% | -105.4% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling