-7.2%
SYK vs IVZ
+132.2%
-139.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.9% |
| 7D | -12.3% | -2.4% | -9.9% | -11.9% |
| 30D | -22.4% | +2.5% | -24.9% | -22.8% |
| 3M | -12.3% | +17.1% | -29.4% | -14.9% |
| 6M | -24.3% | +35.1% | -59.5% | -28.7% |
| YTD | -22.8% | +24.3% | -47.1% | -26.3% |
| 1Y | -28.8% | +48.7% | -77.4% | -34.6% |
| All | -7.2% | +132.2% | -139.4% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling