+364.4%
IGV vs SYF
+257.7%
+106.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.3% |
| 7D | -1.5% | -1.3% | -0.2% | -1.1% |
| 30D | -3.0% | -1.1% | -2.0% | -2.8% |
| 3M | +9.6% | +7.4% | +2.2% | +6.9% |
| 6M | +16.1% | +16.2% | -0.1% | +10.4% |
| YTD | -3.6% | -6.1% | +2.5% | -2.7% |
| 1Y | -7.8% | +3.4% | -11.2% | -9.8% |
| 3Y | +40.0% | +162.9% | -122.9% | +1.9% |
| 5Y | +21.2% | +85.6% | -64.4% | -5.5% |
| 10Y | +364.4% | +262.7% | +101.7% | +180.2% |
| All | +364.4% | +257.7% | +106.7% | +180.2% |
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 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