+74.0%
IEMG vs SN
+476.8%
-402.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | -0.1% |
| 7D | +1.6% | -3.4% | +5.0% | +2.1% |
| 30D | +4.6% | -9.1% | +13.7% | +5.9% |
| 3M | +4.8% | +31.8% | -26.9% | +0.6% |
| 6M | +16.8% | +52.0% | -35.2% | +9.5% |
| YTD | +24.8% | +51.3% | -26.5% | +17.1% |
| 1Y | +34.3% | +46.9% | -12.6% | +26.1% |
| 3Y | +87.0% | +394.9% | -308.0% | +56.4% |
| All | +74.0% | +476.8% | -402.7% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling