+204.6%
SYF vs IWD
+212.1%
-7.5%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -4.1% |
| 7D | -4.7% | +1.3% | -5.9% | -7.0% |
| 30D | +0.6% | +3.6% | -3.0% | -5.5% |
| 3M | -6.8% | +2.3% | -9.2% | -10.6% |
| 6M | +0.5% | +13.0% | -12.5% | -18.3% |
| YTD | -11.1% | +26.2% | -37.3% | -40.0% |
| 1Y | +1.3% | +30.5% | -29.2% | -35.3% |
| 3Y | +164.6% | +86.2% | +78.4% | -2.9% |
| 5Y | +65.2% | +72.9% | -7.7% | -29.5% |
| 10Y | +204.6% | +205.0% | -0.4% | -47.5% |
| All | +204.6% | +212.1% | -7.5% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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