+139.4%
IEMG vs SYK
+509.0%
-369.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.3% |
| 7D | -0.9% | -12.3% | +11.5% | +3.6% |
| 30D | +2.1% | -22.4% | +24.6% | +11.3% |
| 3M | +4.6% | -12.3% | +16.9% | +7.9% |
| 6M | +14.0% | -24.3% | +38.4% | +23.9% |
| YTD | +22.3% | -22.8% | +45.1% | +31.5% |
| 1Y | +30.7% | -28.8% | +59.5% | +44.7% |
| 3Y | +83.2% | -4.0% | +87.2% | +76.6% |
| 5Y | +47.0% | +3.8% | +43.1% | +33.8% |
| 10Y | +139.9% | +172.8% | -32.9% | +26.7% |
| All | +139.4% | +509.0% | -369.7% | -22.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling