+3.8%
SYK vs IWD
+72.1%
-68.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.7% |
| 7D | -12.3% | -2.3% | -10.0% | -10.2% |
| 30D | -22.4% | -1.8% | -20.7% | -21.0% |
| 3M | -12.3% | +8.0% | -20.4% | -18.6% |
| 6M | -24.3% | +17.0% | -41.3% | -35.1% |
| YTD | -22.8% | +21.3% | -44.0% | -36.3% |
| 1Y | -28.8% | +27.9% | -56.7% | -44.4% |
| 3Y | -4.0% | +70.1% | -74.0% | -44.8% |
| 5Y | +3.8% | +74.2% | -70.3% | -40.5% |
| All | +3.8% | +72.1% | -68.2% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling