+1,752.4%
SYK vs IWD
+715.1%
+1,037.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -11.8% | -1.2% | -10.6% | -10.9% |
| 30D | -20.4% | -1.6% | -18.7% | -19.2% |
| 3M | -12.1% | +7.0% | -19.1% | -16.6% |
| 6M | -24.3% | +17.0% | -41.3% | -33.3% |
| YTD | -21.2% | +21.6% | -42.9% | -32.8% |
| 1Y | -29.2% | +28.0% | -57.2% | -42.0% |
| 3Y | -2.1% | +70.6% | -72.6% | -36.4% |
| 5Y | +4.7% | +73.3% | -68.6% | -32.2% |
| 10Y | +178.2% | +200.5% | -22.3% | +21.4% |
| All | +1,752.4% | +715.1% | +1,037.3% | +335.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling