+81.1%
IEMG vs SYK
-4.6%
+85.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.8% |
| 7D | -0.9% | -12.3% | +11.5% | +0.4% |
| 30D | +2.1% | -22.4% | +24.6% | +4.6% |
| 3M | +4.6% | -12.3% | +16.9% | +5.0% |
| 6M | +14.0% | -24.3% | +38.4% | +18.3% |
| YTD | +22.3% | -22.8% | +45.1% | +26.2% |
| 1Y | +30.7% | -28.8% | +59.5% | +37.3% |
| All | +81.1% | -4.6% | +85.7% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling