+91.3%
SYF vs IOVA
-64.9%
+156.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +2.4% | +9.7% | -7.3% | +1.6% |
| 30D | +0.8% | +102.5% | -101.7% | -6.0% |
| 3M | +13.4% | +100.7% | -87.3% | +5.2% |
| 6M | +16.3% | +106.3% | -90.0% | +6.6% |
| YTD | -3.0% | +222.0% | -225.0% | -15.5% |
| 1Y | +5.7% | +299.5% | -293.8% | -10.8% |
| 3Y | +160.1% | +42.9% | +117.2% | +123.3% |
| All | +91.3% | -64.9% | +156.2% | +76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling