+262.7%
SYF vs IAG
+401.0%
-138.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.8% | -1.7% |
| 7D | -1.3% | +1.7% | -3.0% | -1.4% |
| 30D | -1.1% | +11.4% | -12.5% | -1.5% |
| 3M | +7.4% | +33.0% | -25.6% | +6.1% |
| 6M | +16.2% | -6.0% | +22.2% | +16.0% |
| YTD | -6.1% | +24.6% | -30.7% | -7.4% |
| 1Y | +3.4% | +105.0% | -101.6% | -0.1% |
| 3Y | +162.9% | +837.9% | -675.0% | +137.4% |
| 5Y | +85.6% | +817.0% | -731.4% | +63.0% |
| 10Y | +262.7% | +425.3% | -162.6% | +225.3% |
| All | +262.7% | +401.0% | -138.2% | +225.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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