+38.3%
IEMG vs SYY
+1.0%
+37.3%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +2.9% | +1.7% |
| 7D | +2.2% | -2.3% | +4.5% | +2.4% |
| 30D | +4.6% | -4.9% | +9.6% | +4.9% |
| 3M | +0.4% | +8.4% | -8.0% | -0.7% |
| 6M | +16.4% | -7.4% | +23.7% | +16.4% |
| YTD | +25.4% | +11.0% | +14.5% | +25.9% |
| 1Y | +38.3% | -0.2% | +38.5% | +38.6% |
| All | +38.3% | +1.0% | +37.3% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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