+306.8%
SYF vs IWD
+234.1%
+72.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | +0.1% |
| 7D | -2.1% | -0.5% | -1.7% | -1.6% |
| 30D | +2.5% | +2.7% | -0.1% | -1.8% |
| 3M | -6.3% | +0.9% | -7.2% | -7.7% |
| 6M | -1.5% | +10.5% | -12.0% | -15.8% |
| YTD | -10.5% | +23.7% | -34.2% | -35.9% |
| 1Y | +1.5% | +28.7% | -27.2% | -31.6% |
| 3Y | +163.3% | +79.7% | +83.6% | +9.9% |
| 5Y | +66.8% | +69.7% | -2.9% | -21.7% |
| 10Y | +228.5% | +211.4% | +17.1% | -21.7% |
| All | +306.8% | +234.1% | +72.7% | -7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling