+193.0%
IAU vs SYF
+297.1%
-104.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -3.3% | -2.2% | -5.5% |
| 30D | -7.0% | -2.2% | -4.8% | -7.0% |
| 3M | -12.3% | -9.3% | -2.9% | -12.4% |
| 6M | -17.9% | +2.1% | -20.0% | -17.9% |
| YTD | -10.3% | -12.6% | +2.3% | -10.5% |
| 1Y | -7.9% | -3.4% | -4.5% | -7.9% |
| 3Y | +98.7% | +156.5% | -57.8% | +102.3% |
| 5Y | +105.0% | +59.6% | +45.5% | +107.0% |
| 10Y | +207.7% | +178.6% | +29.0% | +215.0% |
| All | +193.0% | +297.1% | -104.1% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling