+247.6%
SYF vs IWF
+418.7%
-171.1%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -1.5% |
| 7D | -5.5% | -1.7% | -3.8% | -3.8% |
| 30D | -3.9% | -1.8% | -2.0% | -2.0% |
| 3M | +8.9% | +1.5% | +7.5% | +6.7% |
| 6M | +16.2% | +7.7% | +8.5% | +6.7% |
| YTD | -8.4% | +2.7% | -11.2% | -11.6% |
| 1Y | +2.6% | +6.8% | -4.1% | -5.1% |
| 3Y | +156.4% | +76.9% | +79.5% | +39.0% |
| 5Y | +78.2% | +73.4% | +4.8% | -2.8% |
| All | +247.6% | +418.7% | -171.1% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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