+167.6%
SYK vs IWD
+201.1%
-33.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -12.3% | -2.3% | -10.0% | -10.1% |
| 30D | -22.4% | -1.8% | -20.7% | -20.9% |
| 3M | -12.3% | +8.0% | -20.4% | -18.9% |
| 6M | -24.3% | +17.0% | -41.3% | -35.6% |
| YTD | -22.8% | +21.3% | -44.0% | -36.8% |
| 1Y | -28.8% | +27.9% | -56.7% | -44.9% |
| 3Y | -4.0% | +70.1% | -74.0% | -45.2% |
| 5Y | +3.8% | +74.2% | -70.3% | -41.8% |
| All | +167.6% | +201.1% | -33.5% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 10y: compounded portfolio wealth divided by compounded IWD 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…
10y analysis · Full analysis span regression · 6 months rolling