+170.6%
SYF vs IBN
+385.6%
-215.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.6% |
| 7D | -2.0% | +1.9% | -3.9% | -3.0% |
| 30D | +1.2% | +22.1% | -20.9% | -9.1% |
| 3M | -9.4% | +17.1% | -26.5% | -16.9% |
| 6M | +4.4% | +35.5% | -31.1% | -11.1% |
| YTD | -11.9% | +16.8% | -28.7% | -19.3% |
| 1Y | -0.4% | +12.4% | -12.8% | -7.0% |
| 3Y | +159.6% | +58.0% | +101.5% | +98.3% |
| 5Y | +60.9% | +73.7% | -12.8% | +16.7% |
| All | +170.6% | +385.6% | -215.0% | +30.5% |
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