+167.4%
IONQ vs SYF
+135.4%
+32.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.2% | -7.1% |
| 7D | -11.5% | -2.0% | -9.4% | -10.1% |
| 30D | -8.1% | +1.2% | -9.3% | -9.3% |
| 3M | -35.8% | -9.4% | -26.4% | -30.8% |
| 6M | -47.7% | +4.4% | -52.2% | -50.5% |
| YTD | -35.6% | -11.9% | -23.7% | -30.4% |
| 1Y | -36.4% | -0.4% | -36.0% | -38.0% |
| 3Y | +150.0% | +159.6% | -9.5% | +17.9% |
| 5Y | +43.3% | +60.9% | -17.6% | -17.0% |
| All | +167.4% | +135.4% | +32.0% | +39.8% |
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