-5.3%
SYK vs IYR
+12.4%
-17.7%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +3.1% | +6.2% | +6.3% |
| 7D | +11.7% | +6.9% | +4.8% | +5.3% |
| 30D | +19.1% | +10.2% | +8.8% | +9.5% |
| 3M | +1.4% | -0.3% | +1.7% | +1.6% |
| 6M | +17.4% | +3.6% | +13.8% | +14.5% |
| YTD | -2.5% | +12.5% | -15.0% | -8.9% |
| 1Y | -5.3% | +12.4% | -17.7% | -11.4% |
| All | -5.3% | +12.4% | -17.7% | -11.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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