+178.8%
SYF vs IVZ
+45.7%
+133.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -4.2% | +2.2% | -6.4% | -6.2% |
| 30D | -1.1% | -2.2% | +1.1% | -0.5% |
| 3M | -7.9% | -8.4% | +0.6% | -3.3% |
| 6M | -1.1% | +6.2% | -7.3% | -6.8% |
| YTD | -12.6% | +12.4% | -25.0% | -21.4% |
| 1Y | -2.4% | +26.0% | -28.4% | -18.9% |
| 3Y | +156.6% | +147.9% | +8.8% | +30.5% |
| 5Y | +61.9% | +38.8% | +23.1% | +18.4% |
| All | +178.8% | +45.7% | +133.1% | +62.7% |
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