+340.9%
SYF vs IONS
+83.7%
+257.2%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.4% | -4.8% | +7.2% | +3.2% |
| 30D | +0.8% | +7.2% | -6.4% | -0.4% |
| 3M | +13.4% | -22.7% | +36.1% | +17.0% |
| 6M | +16.3% | -26.9% | +43.2% | +21.0% |
| YTD | -3.0% | -26.6% | +23.6% | +0.6% |
| 1Y | +5.7% | -2.1% | +7.8% | +4.0% |
| 3Y | +160.1% | +43.4% | +116.7% | +131.2% |
| 5Y | +88.5% | +47.0% | +41.5% | +63.3% |
| 10Y | +263.1% | +97.2% | +165.9% | +200.3% |
| All | +340.9% | +83.7% | +257.2% | +291.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling