-29.8%
SYK vs IWD
+27.8%
-57.6%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -12.3% | -2.3% | -10.0% | -10.7% |
| 30D | -22.4% | -1.8% | -20.7% | -21.3% |
| 3M | -12.3% | +8.0% | -20.4% | -15.9% |
| 6M | -24.3% | +17.0% | -41.3% | -31.3% |
| YTD | -22.8% | +21.3% | -44.0% | -31.8% |
| All | -29.8% | +27.8% | -57.6% | -40.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling