+144.3%
IEMG vs SYY
+286.7%
-142.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -1.1% |
| 7D | +1.6% | -0.2% | +1.8% | +1.7% |
| 30D | +4.6% | -2.7% | +7.4% | +5.4% |
| 3M | +4.8% | +5.9% | -1.0% | +2.9% |
| 6M | +16.8% | -2.3% | +19.2% | +16.7% |
| YTD | +24.8% | +13.1% | +11.7% | +19.3% |
| 1Y | +34.3% | +3.8% | +30.5% | +31.3% |
| 3Y | +87.0% | +26.7% | +60.2% | +70.5% |
| 5Y | +49.9% | +19.4% | +30.5% | +37.8% |
| 10Y | +144.8% | +112.0% | +32.8% | +71.7% |
| All | +144.3% | +286.7% | -142.4% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling