+91.3%
SYF vs IWD
+73.6%
+17.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +1.3% |
| 7D | +2.4% | -0.3% | +2.7% | +2.9% |
| 30D | +0.8% | +0.6% | +0.3% | -0.2% |
| 3M | +13.4% | +7.2% | +6.2% | +0.8% |
| 6M | +16.3% | +16.2% | +0.1% | -10.0% |
| YTD | -3.0% | +23.3% | -26.3% | -32.3% |
| 1Y | +5.7% | +29.6% | -23.9% | -32.1% |
| 3Y | +160.1% | +70.5% | +89.7% | +10.1% |
| All | +91.3% | +73.6% | +17.7% | -19.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling