+120.1%
IEMG vs SYF
+333.7%
-213.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.5% |
| 7D | +2.8% | +2.6% | +0.2% | +2.1% |
| 30D | +4.6% | 0.0% | +4.6% | +4.6% |
| 3M | +5.5% | +11.9% | -6.4% | +2.1% |
| 6M | +19.7% | +18.9% | +0.8% | +14.0% |
| YTD | +25.5% | -4.6% | +30.1% | +25.9% |
| 1Y | +35.5% | +6.4% | +29.1% | +31.8% |
| 3Y | +88.0% | +167.2% | -79.2% | +37.6% |
| 5Y | +50.6% | +92.3% | -41.8% | +17.0% |
| 10Y | +138.4% | +263.2% | -124.8% | +39.5% |
| All | +120.1% | +333.7% | -213.6% | +24.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling