+129.1%
IEMG vs SNAP
-77.0%
+206.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -2.4% |
| 7D | -0.9% | -3.2% | +2.3% | -0.6% |
| 30D | +2.1% | +0.2% | +1.9% | +1.9% |
| 3M | +4.6% | +2.6% | +2.0% | +3.9% |
| 6M | +14.0% | +12.4% | +1.6% | +11.9% |
| YTD | +22.3% | -31.6% | +53.9% | +25.3% |
| 1Y | +30.7% | -21.7% | +52.4% | +31.9% |
| 3Y | +83.2% | -41.2% | +124.4% | +83.0% |
| 5Y | +47.0% | -92.6% | +139.6% | +65.1% |
| All | +129.1% | -77.0% | +206.1% | +108.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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