+300.4%
SYF vs IVZ
+27.7%
+272.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | -0.2% |
| 7D | -2.0% | +6.8% | -8.8% | -6.3% |
| 30D | +1.2% | +3.5% | -2.3% | -1.8% |
| 3M | -9.4% | -10.0% | +0.7% | -3.9% |
| 6M | +4.4% | +4.5% | 0.0% | -0.3% |
| YTD | -11.9% | +12.6% | -24.5% | -20.6% |
| 1Y | -0.4% | +24.4% | -24.8% | -16.0% |
| 3Y | +159.6% | +150.6% | +9.0% | +34.2% |
| 5Y | +60.9% | +35.7% | +25.2% | +20.8% |
| 10Y | +180.9% | +43.9% | +137.0% | +68.3% |
| All | +300.4% | +27.7% | +272.7% | +149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling