+263.2%
SYF vs IOVA
+6.6%
+256.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | +2.6% | +5.1% | -2.5% | +2.1% |
| 30D | 0.0% | +37.2% | -37.2% | -3.2% |
| 3M | +11.9% | +117.5% | -105.6% | +2.2% |
| 6M | +18.9% | +69.6% | -50.7% | +10.3% |
| YTD | -4.6% | +218.7% | -223.3% | -17.8% |
| 1Y | +6.4% | +265.5% | -259.2% | -10.7% |
| 3Y | +167.2% | +46.2% | +120.9% | +124.8% |
| 5Y | +92.3% | -63.2% | +155.6% | +74.3% |
| 10Y | +263.2% | +6.1% | +257.1% | +202.5% |
| All | +263.2% | +6.6% | +256.6% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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