+38.3%
IEMG vs SYK
-21.3%
+59.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.6% | +3.2% | +1.5% |
| 7D | +2.2% | -8.3% | +10.6% | +1.5% |
| 30D | +4.6% | -10.1% | +14.7% | +3.7% |
| 3M | +0.4% | +0.9% | -0.5% | -0.3% |
| 6M | +16.4% | -20.2% | +36.6% | +18.6% |
| YTD | +25.4% | -13.3% | +38.7% | +27.9% |
| 1Y | +38.3% | -22.3% | +60.6% | +42.2% |
| All | +38.3% | -21.3% | +59.6% | +42.2% |
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