+18.4%
IAU vs SYF
+0.9%
+17.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.8% | -1.5% |
| 7D | -3.4% | -5.5% | +2.2% | -2.9% |
| 30D | -1.1% | -3.9% | +2.8% | -0.8% |
| 3M | +5.8% | +8.9% | -3.1% | +5.4% |
| 6M | -16.9% | +16.2% | -33.2% | -16.5% |
| YTD | +0.1% | -8.4% | +8.6% | -0.7% |
| 1Y | +18.4% | +2.6% | +15.8% | +17.3% |
| All | +18.4% | +0.9% | +17.5% | +17.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling