+504.2%
IGV vs SYF
+297.3%
+206.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.1% | +1.0% | -0.5% |
| 7D | -2.3% | -4.2% | +1.9% | -1.0% |
| 30D | -11.0% | -1.1% | -9.9% | -10.7% |
| 3M | -4.5% | -7.9% | +3.4% | -2.3% |
| 6M | +10.1% | -1.1% | +11.2% | +9.7% |
| YTD | -5.1% | -12.6% | +7.5% | -2.2% |
| 1Y | -10.2% | -2.4% | -7.9% | -10.7% |
| 3Y | +37.7% | +156.6% | -118.9% | +0.4% |
| 5Y | +15.7% | +61.9% | -46.2% | -6.5% |
| 10Y | +357.1% | +186.5% | +170.7% | +185.7% |
| All | +504.2% | +297.3% | +206.8% | +237.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling