+61.2%
SYF vs IVZ
+38.7%
+22.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -1.9% | -2.0% |
| 7D | -4.2% | +2.2% | -6.4% | -6.1% |
| 30D | -1.1% | -2.2% | +1.1% | -0.4% |
| 3M | -7.9% | -8.4% | +0.6% | -3.4% |
| 6M | -1.1% | +6.2% | -7.3% | -6.7% |
| YTD | -12.6% | +12.4% | -25.0% | -21.3% |
| 1Y | -2.4% | +26.0% | -28.4% | -18.8% |
| 3Y | +156.6% | +147.9% | +8.8% | +29.0% |
| All | +61.2% | +38.7% | +22.5% | +21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling