+224.0%
IONQ vs SYF
+133.6%
+90.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.7% |
| 7D | +16.7% | -4.2% | +20.9% | +20.7% |
| 30D | -12.3% | -1.1% | -11.2% | -11.8% |
| 3M | -17.7% | -7.9% | -9.8% | -12.4% |
| 6M | -28.9% | -1.1% | -27.8% | -30.0% |
| YTD | -22.0% | -12.6% | -9.4% | -15.1% |
| 1Y | -36.8% | -2.4% | -34.4% | -37.3% |
| 3Y | +228.2% | +156.6% | +71.6% | +56.1% |
| 5Y | +91.9% | +61.9% | +30.0% | +11.6% |
| All | +224.0% | +133.6% | +90.4% | +70.4% |
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