+168.1%
IJR vs SYF
+258.4%
-90.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.2% |
| 7D | -2.2% | -4.9% | +2.8% | -0.1% |
| 30D | -4.6% | -4.3% | -0.3% | -2.9% |
| 3M | +0.2% | +5.5% | -5.3% | -2.6% |
| 6M | +14.7% | +17.5% | -2.8% | +6.2% |
| YTD | +18.9% | -7.8% | +26.6% | +21.2% |
| 1Y | +19.9% | +1.6% | +18.3% | +17.1% |
| 3Y | +53.0% | +154.8% | -101.8% | -2.8% |
| 5Y | +40.9% | +79.5% | -38.6% | +0.1% |
| All | +168.1% | +258.4% | -90.3% | +29.0% |
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