+30.7%
IEMG vs SNAP
-19.8%
+50.4%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.8% |
| 7D | -1.3% | +3.8% | -5.1% | -1.8% |
| 30D | +1.9% | +9.2% | -7.3% | +0.5% |
| 3M | +1.4% | +6.6% | -5.1% | 0.0% |
| 6M | +15.2% | +16.9% | -1.7% | +11.1% |
| YTD | +23.8% | -29.6% | +53.4% | +26.4% |
| 1Y | +30.7% | -22.1% | +52.7% | +33.4% |
| All | +30.7% | -19.8% | +50.4% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling