+364.8%
IGV vs SYF
+176.2%
+188.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +2.5% | -3.3% | +5.7% | +3.5% |
| 30D | -8.6% | -2.2% | -6.4% | -8.0% |
| 3M | -1.6% | -9.3% | +7.8% | +1.1% |
| 6M | +13.4% | +2.1% | +11.4% | +12.0% |
| YTD | -4.0% | -12.6% | +8.6% | -1.2% |
| 1Y | -7.6% | -3.4% | -4.2% | -7.8% |
| 3Y | +39.3% | +156.5% | -117.2% | +2.0% |
| 5Y | +14.5% | +59.6% | -45.1% | -7.1% |
| All | +364.8% | +176.2% | +188.6% | +207.5% |
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