+66.5%
SYF vs IONS
+17.1%
+49.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.6% | -2.0% | -0.7% |
| 7D | -2.1% | -9.4% | +7.3% | -0.6% |
| 30D | +2.5% | -10.7% | +13.3% | +4.3% |
| 3M | -6.3% | -27.7% | +21.4% | -1.6% |
| 6M | -1.5% | -48.7% | +47.3% | +8.2% |
| YTD | -10.5% | -50.2% | +39.7% | -1.5% |
| 1Y | +1.5% | -46.8% | +48.3% | +10.1% |
| 3Y | +163.3% | -14.8% | +178.1% | +146.7% |
| All | +66.5% | +17.1% | +49.4% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling