+134.9%
IEMG vs SNAP
-77.2%
+212.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.0% | +5.7% | +2.0% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +4.6% | +2.6% | +2.0% | +4.2% |
| 3M | +0.4% | -9.9% | +10.3% | +0.9% |
| 6M | +16.4% | +1.9% | +14.5% | +15.2% |
| YTD | +25.4% | -32.2% | +57.7% | +28.6% |
| 1Y | +38.3% | -22.8% | +61.1% | +39.7% |
| 3Y | +84.1% | -47.6% | +131.7% | +85.7% |
| 5Y | +49.0% | -92.7% | +141.7% | +67.6% |
| All | +134.9% | -77.2% | +212.1% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling