+13.9%
IEMG vs SYK
-4.2%
+18.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +9.4% | -8.5% | +1.4% |
| 7D | -3.1% | +11.7% | -14.8% | -2.4% |
| 30D | -10.3% | +19.1% | -29.4% | -9.2% |
| 3M | -6.6% | +1.4% | -8.0% | -6.8% |
| 6M | -3.9% | +17.4% | -21.3% | -4.2% |
| YTD | +12.4% | -2.5% | +14.9% | +16.0% |
| 1Y | +13.9% | -5.3% | +19.2% | +17.5% |
| All | +13.9% | -4.2% | +18.0% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SYK.
Daily Out/Under-Performance
Portfolio return minus SYK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYK 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 SYK 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