+227.2%
IONQ vs SYF
+138.6%
+88.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.7% | +9.0% | +8.9% |
| 7D | +25.5% | -4.3% | +29.7% | +29.7% |
| 30D | -11.4% | +1.0% | -12.4% | -12.3% |
| 3M | -20.5% | -6.4% | -14.1% | -16.4% |
| 6M | -28.2% | +1.0% | -29.2% | -30.5% |
| YTD | -21.2% | -10.7% | -10.5% | -15.7% |
| 1Y | -40.4% | +1.8% | -42.1% | -42.9% |
| 3Y | +214.7% | +165.8% | +48.8% | +45.6% |
| 5Y | +56.9% | +65.9% | -9.1% | -10.4% |
| All | +227.2% | +138.6% | +88.7% | +69.3% |
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 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