+167.6%
SYK vs IWF
+418.7%
-251.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.3% |
| 7D | -12.3% | -1.7% | -10.6% | -11.2% |
| 30D | -22.4% | -1.8% | -20.6% | -21.5% |
| 3M | -12.3% | +1.5% | -13.8% | -14.1% |
| 6M | -24.3% | +7.7% | -32.0% | -29.5% |
| YTD | -22.8% | +2.7% | -25.5% | -25.6% |
| 1Y | -28.8% | +6.8% | -35.5% | -33.7% |
| 3Y | -4.0% | +76.9% | -80.8% | -42.6% |
| 5Y | +3.8% | +73.4% | -69.5% | -37.7% |
| All | +167.6% | +418.7% | -251.1% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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