+16.8%
IEMG vs SYY
-2.2%
+19.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.6% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +4.6% | -2.7% | +7.4% | +4.7% |
| 3M | +4.8% | +5.9% | -1.0% | +4.1% |
| 6M | +16.8% | -2.3% | +19.2% | +16.7% |
| All | +16.8% | -2.2% | +19.0% | +16.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling