-7.2%
SYK vs IWD
+69.4%
-76.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -12.3% | -2.3% | -10.0% | -10.5% |
| 30D | -22.4% | -1.8% | -20.7% | -21.2% |
| 3M | -12.3% | +8.0% | -20.4% | -17.5% |
| 6M | -24.3% | +17.0% | -41.3% | -33.4% |
| YTD | -22.8% | +21.3% | -44.0% | -34.1% |
| 1Y | -28.8% | +27.9% | -56.7% | -42.0% |
| All | -7.2% | +69.4% | -76.6% | -39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling