+84.8%
IEMG vs SN
+368.4%
-283.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | 0.0% |
| 7D | +1.6% | -3.4% | +5.0% | +2.2% |
| 30D | +4.6% | -9.1% | +13.7% | +6.1% |
| 3M | +4.8% | +31.8% | -26.9% | -0.1% |
| 6M | +16.8% | +52.0% | -35.2% | +8.3% |
| YTD | +24.8% | +51.3% | -26.5% | +15.8% |
| 1Y | +34.3% | +46.9% | -12.6% | +24.7% |
| All | +84.8% | +368.4% | -283.7% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling