+262.7%
SYF vs IVZ
+60.3%
+202.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.1% |
| 7D | -1.3% | +1.2% | -2.5% | -2.1% |
| 30D | -1.1% | +1.8% | -2.9% | -2.3% |
| 3M | +7.4% | +15.7% | -8.3% | -3.2% |
| 6M | +16.2% | +36.3% | -20.1% | -6.9% |
| YTD | -6.1% | +24.9% | -31.1% | -20.5% |
| 1Y | +3.4% | +48.9% | -45.6% | -22.5% |
| 3Y | +162.9% | +136.8% | +26.0% | +38.8% |
| 5Y | +85.6% | +60.0% | +25.6% | +23.6% |
| 10Y | +262.7% | +63.4% | +199.4% | +95.9% |
| All | +262.7% | +60.3% | +202.4% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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