-29.8%
SYK vs IYR
+5.4%
-35.3%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.2% |
| 7D | -12.3% | -2.8% | -9.5% | -10.2% |
| 30D | -22.4% | -2.5% | -19.9% | -20.7% |
| 3M | -12.3% | -3.0% | -9.4% | -9.7% |
| 6M | -24.3% | +1.6% | -25.9% | -24.4% |
| YTD | -22.8% | +7.3% | -30.1% | -25.3% |
| All | -29.8% | +5.4% | -35.3% | -31.2% |
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