+81.1%
IEMG vs SNPS
-13.6%
+94.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -0.9% | -4.6% | +3.7% | -0.2% |
| 30D | +2.1% | -3.3% | +5.5% | +2.4% |
| 3M | +4.6% | -13.8% | +18.4% | +6.7% |
| 6M | +14.0% | -8.2% | +22.2% | +15.1% |
| YTD | +22.3% | -15.4% | +37.8% | +24.5% |
| 1Y | +30.7% | +2.4% | +28.3% | +29.1% |
| All | +81.1% | -13.6% | +94.7% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 3y: compounded portfolio wealth divided by compounded SNPS 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…
3y analysis · Full analysis span regression · 6 months rolling