+145.6%
IEMG vs SNPS
+1,110.7%
-965.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +2.8% | -5.5% | +8.3% | +4.4% |
| 30D | +4.6% | -5.8% | +10.4% | +6.0% |
| 3M | +5.5% | -17.2% | +22.7% | +10.8% |
| 6M | +19.7% | -10.4% | +30.1% | +22.3% |
| YTD | +25.5% | -16.5% | +42.1% | +30.2% |
| 1Y | +35.5% | -35.6% | +71.2% | +45.9% |
| 3Y | +88.0% | -14.6% | +102.6% | +72.8% |
| 5Y | +50.6% | +16.5% | +34.1% | +16.2% |
| 10Y | +138.4% | +556.6% | -418.2% | -24.9% |
| All | +145.6% | +1,110.7% | -965.1% | -41.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling