+305.8%
SYF vs IONS
-2.0%
+307.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -21.4% | +20.7% | +2.8% |
| 7D | -4.3% | -24.8% | +20.6% | -0.2% |
| 30D | +1.0% | -31.5% | +32.6% | +6.8% |
| 3M | -6.4% | -45.2% | +38.8% | +2.4% |
| 6M | +1.0% | -59.1% | +60.1% | +14.6% |
| YTD | -10.7% | -60.8% | +50.1% | +1.8% |
| 1Y | +1.8% | -57.9% | +59.6% | +14.4% |
| 3Y | +165.8% | -34.5% | +200.3% | +168.0% |
| 5Y | +65.9% | -8.8% | +74.7% | +54.7% |
| 10Y | +206.0% | -19.2% | +225.2% | +185.7% |
| All | +305.8% | -2.0% | +307.8% | +296.5% |
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