+262.7%
SYF vs IBN
+312.2%
-49.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.7% |
| 7D | -1.3% | -5.1% | +3.8% | +1.4% |
| 30D | -1.1% | -3.5% | +2.4% | +0.7% |
| 3M | +7.4% | +11.3% | -3.9% | +1.8% |
| 6M | +16.2% | +4.4% | +11.8% | +13.6% |
| YTD | -6.1% | -1.8% | -4.3% | -5.5% |
| 1Y | +3.4% | -8.0% | +11.4% | +7.1% |
| 3Y | +162.9% | +27.1% | +135.8% | +126.7% |
| 5Y | +85.6% | +54.5% | +31.1% | +44.0% |
| 10Y | +262.7% | +314.2% | -51.5% | +91.6% |
| All | +262.7% | +312.2% | -49.5% | +91.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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