+108.3%
IEMG vs SNAP
-78.1%
+186.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.2% |
| 1Y | +12.2% | -38.7% | +50.9% | +15.8% |
| 3Y | +68.5% | -53.5% | +122.0% | +71.8% |
| 5Y | +34.3% | -90.2% | +124.6% | +47.6% |
| All | +108.3% | -78.1% | +186.3% | +90.2% |
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