+34.7%
IEMG vs SNAP
-90.3%
+125.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | +2.7% | +6.0% | -3.3% | +2.1% |
| 30D | -5.7% | -13.8% | +8.1% | -4.5% |
| 3M | -8.8% | -0.8% | -8.0% | -9.0% |
| 6M | -8.9% | -6.2% | -2.7% | -9.0% |
| YTD | +11.2% | -34.8% | +46.0% | +14.1% |
| 1Y | +12.2% | -38.7% | +50.9% | +15.7% |
| 3Y | +68.5% | -53.5% | +122.0% | +71.4% |
| All | +34.7% | -90.3% | +125.0% | +58.5% |
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