+250.1%
SYF vs IQV
+242.6%
+7.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | -0.2% |
| 7D | -4.9% | -2.2% | -2.7% | -3.7% |
| 30D | -4.3% | +8.3% | -12.6% | -8.7% |
| 3M | +5.5% | +44.6% | -39.1% | -15.8% |
| 6M | +17.5% | +52.6% | -35.1% | -10.4% |
| YTD | -7.8% | +16.1% | -23.9% | -18.9% |
| 1Y | +1.6% | +37.3% | -35.6% | -20.1% |
| 3Y | +154.8% | +21.6% | +133.2% | +104.7% |
| 5Y | +79.5% | +0.5% | +79.0% | +58.6% |
| All | +250.1% | +242.6% | +7.5% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 IQV 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