+72.6%
IEMG vs SN
+447.8%
-375.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | -1.3% | -7.3% | +6.0% | -0.3% |
| 30D | +1.9% | -13.6% | +15.5% | +3.9% |
| 3M | +1.4% | +18.6% | -17.2% | -1.3% |
| 6M | +15.2% | +46.0% | -30.8% | +8.6% |
| YTD | +23.8% | +43.7% | -19.9% | +16.9% |
| 1Y | +30.7% | +39.2% | -8.5% | +23.5% |
| 3Y | +83.3% | +306.5% | -223.2% | +55.2% |
| All | +72.6% | +447.8% | -375.2% | +45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling