-22.3%
SYK vs IVZ
+56.4%
-78.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.7% |
| 7D | -8.3% | +0.6% | -9.0% | -8.4% |
| 30D | -10.1% | +4.0% | -14.1% | -10.4% |
| 3M | +0.9% | +18.2% | -17.3% | -0.9% |
| 6M | -20.2% | +32.8% | -53.0% | -23.3% |
| YTD | -13.3% | +28.7% | -42.0% | -16.5% |
| 1Y | -22.3% | +55.4% | -77.7% | -29.5% |
| All | -22.3% | +56.4% | -78.8% | -29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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