+46.9%
IJH vs SYF
+76.4%
-29.5%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.5% | 0.0% |
| 7D | -2.5% | -5.5% | +3.0% | -0.4% |
| 30D | -5.0% | -3.9% | -1.2% | -3.7% |
| 3M | +0.5% | +8.9% | -8.4% | -3.2% |
| 6M | +8.2% | +16.2% | -8.0% | +1.4% |
| YTD | +12.5% | -8.4% | +20.9% | +14.8% |
| 1Y | +14.4% | +2.6% | +11.8% | +11.3% |
| 3Y | +49.5% | +156.4% | -106.9% | -2.5% |
| All | +46.9% | +76.4% | -29.5% | +5.2% |
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 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