+263.2%
SYF vs IONS
+88.4%
+174.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.7% | -1.1% |
| 7D | +2.6% | -5.3% | +7.9% | +3.7% |
| 30D | 0.0% | +0.3% | -0.2% | -0.1% |
| 3M | +11.9% | -22.9% | +34.8% | +16.3% |
| 6M | +18.9% | -23.4% | +42.3% | +23.6% |
| YTD | -4.6% | -28.3% | +23.7% | +0.3% |
| 1Y | +6.4% | -7.0% | +13.4% | +5.2% |
| 3Y | +167.2% | +37.6% | +129.6% | +130.7% |
| 5Y | +92.3% | +53.4% | +39.0% | +57.1% |
| 10Y | +263.2% | +83.9% | +179.2% | +174.1% |
| All | +263.2% | +88.4% | +174.8% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONS.
Daily Out/Under-Performance
Portfolio return minus IONS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONS 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 IONS 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