+3.8%
IEF vs SYF
+255.8%
-252.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.7% | -0.9% |
| 7D | -1.2% | -5.5% | +4.3% | -1.3% |
| 30D | -1.5% | -3.9% | +2.4% | -1.6% |
| 3M | -1.7% | +8.9% | -10.6% | -1.4% |
| 6M | -3.5% | +16.2% | -19.7% | -3.0% |
| YTD | -2.6% | -8.4% | +5.8% | -2.8% |
| 1Y | -2.4% | +2.6% | -5.0% | -2.2% |
| 3Y | +8.9% | +156.4% | -147.4% | +12.8% |
| 5Y | -9.2% | +78.2% | -87.4% | -6.9% |
| All | +3.8% | +255.8% | -252.0% | +10.8% |
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