+48.3%
IEMG vs SYF
+77.7%
-29.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | -1.3% | -4.9% | +3.6% | -0.2% |
| 30D | +1.9% | -4.3% | +6.2% | +2.8% |
| 3M | +1.4% | +5.5% | -4.1% | -0.1% |
| 6M | +15.2% | +17.5% | -2.3% | +10.8% |
| YTD | +23.8% | -7.8% | +31.6% | +25.0% |
| 1Y | +30.7% | +1.6% | +29.0% | +28.8% |
| 3Y | +83.3% | +154.8% | -71.5% | +40.2% |
| All | +48.3% | +77.7% | -29.4% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling