+43.7%
IGV vs SYF
+174.6%
-130.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | +2.4% | -6.9% | -5.3% |
| 30D | +3.2% | +0.8% | +2.4% | +2.8% |
| 3M | +4.5% | +13.4% | -8.9% | -0.3% |
| 6M | +22.1% | +16.3% | +5.8% | +15.2% |
| YTD | -1.0% | -3.0% | +2.0% | -1.1% |
| 1Y | -2.1% | +5.7% | -7.8% | -5.3% |
| All | +43.7% | +174.6% | -130.8% | +5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling