+1,640.9%
IBKR vs SYF
+319.2%
+1,321.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -1.3% | -4.9% | +3.6% | +0.8% |
| 30D | -0.2% | -4.3% | +4.1% | +1.6% |
| 3M | +3.0% | +5.5% | -2.6% | +0.3% |
| 6M | +33.9% | +17.5% | +16.3% | +24.6% |
| YTD | +42.5% | -7.8% | +50.3% | +46.2% |
| 1Y | +44.9% | +1.6% | +43.2% | +42.5% |
| 3Y | +293.0% | +154.8% | +138.2% | +162.8% |
| 5Y | +497.7% | +79.5% | +418.2% | +342.5% |
| 10Y | +1,004.4% | +256.4% | +748.0% | +446.0% |
| All | +1,640.9% | +319.2% | +1,321.7% | +817.1% |
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