+50.0%
IEMG vs SNAP
-92.9%
+142.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.3% |
| 7D | +1.6% | -5.0% | +6.6% | +2.1% |
| 30D | +4.6% | -0.7% | +5.4% | +4.5% |
| 3M | +4.8% | -5.0% | +9.9% | +4.9% |
| 6M | +16.8% | +3.5% | +13.3% | +15.6% |
| YTD | +24.8% | -34.2% | +59.0% | +28.2% |
| 1Y | +34.3% | -27.1% | +61.4% | +36.3% |
| 3Y | +87.0% | -43.5% | +130.4% | +87.4% |
| All | +50.0% | -92.9% | +142.9% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling