+47.0%
IEMG vs SNPS
+18.4%
+28.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.0% | -2.2% |
| 7D | -0.9% | -4.6% | +3.7% | 0.0% |
| 30D | +2.1% | -3.3% | +5.5% | +2.5% |
| 3M | +4.6% | -13.8% | +18.4% | +7.2% |
| 6M | +14.0% | -8.2% | +22.2% | +15.3% |
| YTD | +22.3% | -15.4% | +37.8% | +25.1% |
| 1Y | +30.7% | +2.4% | +28.3% | +27.9% |
| 3Y | +83.2% | -13.5% | +96.7% | +71.8% |
| 5Y | +47.0% | +19.5% | +27.5% | +20.7% |
| All | +47.0% | +18.4% | +28.6% | +20.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling