+22.2%
IGV vs SYF
+92.3%
-70.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.2% | -1.2% |
| 7D | -3.3% | +2.6% | -5.9% | -4.2% |
| 30D | 0.0% | 0.0% | -0.1% | -0.1% |
| 3M | +7.3% | +11.9% | -4.6% | +2.5% |
| 6M | +16.7% | +18.9% | -2.2% | +8.7% |
| YTD | -2.8% | -4.6% | +1.7% | -2.4% |
| 1Y | -6.7% | +6.4% | -13.0% | -10.2% |
| 3Y | +41.1% | +167.2% | -126.0% | -7.7% |
| All | +22.2% | +92.3% | -70.1% | -17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling