+306.8%
SYF vs IOVA
+10.1%
+296.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -0.8% |
| 7D | -2.1% | -5.2% | +3.1% | -1.8% |
| 30D | +2.5% | -37.8% | +40.3% | +5.4% |
| 3M | -6.3% | +29.5% | -35.7% | -10.3% |
| 6M | -1.5% | +96.6% | -98.0% | -10.6% |
| YTD | -10.5% | +194.5% | -205.0% | -22.9% |
| 1Y | +1.5% | +248.1% | -246.5% | -14.3% |
| 3Y | +163.3% | +86.1% | +77.2% | +117.5% |
| 5Y | +66.8% | -67.8% | +134.6% | +51.2% |
| 10Y | +228.5% | +38.6% | +189.9% | +160.0% |
| All | +306.8% | +10.1% | +296.7% | +225.6% |
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