+170.6%
SYF vs IOVA
+0.8%
+169.8%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.7% |
| 7D | -2.0% | -3.5% | +1.5% | -1.7% |
| 30D | +1.2% | -45.4% | +46.6% | +5.5% |
| 3M | -9.4% | +19.0% | -28.4% | -12.8% |
| 6M | +4.4% | +112.0% | -107.6% | -6.5% |
| YTD | -11.9% | +184.2% | -196.2% | -24.6% |
| 1Y | -0.4% | +222.0% | -222.4% | -16.2% |
| 3Y | +159.6% | +92.6% | +67.0% | +110.4% |
| 5Y | +60.9% | -63.2% | +124.1% | +43.3% |
| All | +170.6% | +0.8% | +169.8% | +123.4% |
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