+297.1%
SYF vs IONS
-13.7%
+310.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +0.1% |
| 7D | -3.3% | -29.6% | +26.4% | +1.9% |
| 30D | -2.2% | -35.6% | +33.4% | +4.4% |
| 3M | -9.3% | -51.7% | +42.3% | +1.2% |
| 6M | +2.1% | -64.0% | +66.0% | +18.2% |
| YTD | -12.6% | -65.5% | +52.8% | +1.7% |
| 1Y | -3.4% | -62.4% | +59.0% | +10.6% |
| 3Y | +156.5% | -41.1% | +197.6% | +162.9% |
| 5Y | +59.6% | -16.5% | +76.0% | +50.8% |
| 10Y | +178.6% | -35.8% | +214.5% | +168.0% |
| All | +297.1% | -13.7% | +310.8% | +295.8% |
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