+340.9%
SYF vs IOVA
+20.4%
+320.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.2% |
| 3M | +13.4% | +100.7% | -87.3% | +5.0% |
| 6M | +16.3% | +106.3% | -90.0% | +6.4% |
| YTD | -3.0% | +222.0% | -225.0% | -15.6% |
| 1Y | +5.7% | +299.5% | -293.8% | -10.9% |
| 3Y | +160.1% | +42.9% | +117.2% | +122.8% |
| 5Y | +88.5% | -65.0% | +153.5% | +72.4% |
| 10Y | +263.1% | +10.3% | +252.8% | +194.5% |
| All | +340.9% | +20.4% | +320.5% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling