+1,525.4%
SYK vs IYR
+683.6%
+841.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.0% | -1.5% |
| 7D | -12.3% | -2.8% | -9.5% | -11.1% |
| 30D | -22.4% | -2.5% | -19.9% | -21.5% |
| 3M | -12.3% | -3.0% | -9.4% | -10.9% |
| 6M | -24.3% | +1.6% | -25.9% | -24.8% |
| YTD | -22.8% | +7.3% | -30.1% | -25.2% |
| 1Y | -28.8% | +5.6% | -34.4% | -30.5% |
| 3Y | -4.0% | +28.1% | -32.1% | -14.8% |
| 5Y | +3.8% | +6.1% | -2.2% | +0.7% |
| 10Y | +172.8% | +67.7% | +105.1% | +119.7% |
| All | +1,525.4% | +683.6% | +841.9% | +377.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling