+13.9%
IEMG vs SYF
+4.2%
+9.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.1% | -0.4% | -2.7% | -3.0% |
| 30D | -10.3% | +4.4% | -14.7% | -11.2% |
| 3M | -6.6% | -4.7% | -1.9% | -5.8% |
| 6M | -3.9% | +1.9% | -5.8% | -4.7% |
| YTD | +12.4% | -8.9% | +21.3% | +10.5% |
| 1Y | +13.9% | +4.1% | +9.8% | +8.2% |
| All | +13.9% | +4.2% | +9.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SYF.
Daily Out/Under-Performance
Portfolio return minus SYF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYF 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 1y: compounded portfolio wealth divided by compounded SYF 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…
1y analysis · Full analysis span regression · 6 months rolling