+218.0%
IAU vs SYF
+255.8%
-37.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.7% |
| 7D | -3.4% | -5.5% | +2.2% | -3.4% |
| 30D | -1.1% | -3.9% | +2.8% | -1.1% |
| 3M | +5.8% | +8.9% | -3.1% | +5.9% |
| 6M | -16.9% | +16.2% | -33.2% | -16.8% |
| YTD | +0.1% | -8.4% | +8.6% | 0.0% |
| 1Y | +18.4% | +2.6% | +15.8% | +18.4% |
| 3Y | +123.6% | +156.4% | -32.8% | +124.9% |
| 5Y | +138.7% | +78.2% | +60.6% | +139.5% |
| All | +218.0% | +255.8% | -37.8% | +215.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 SYF 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