+13.9%
IEMG vs SSNC
-3.9%
+17.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +0.8% |
| 7D | -3.1% | -1.1% | -1.9% | -3.2% |
| 30D | -10.3% | +0.6% | -11.0% | -10.3% |
| 3M | -6.6% | -1.5% | -5.1% | -6.7% |
| 6M | -3.9% | +15.8% | -19.7% | -2.2% |
| YTD | +12.4% | -8.0% | +20.3% | +16.2% |
| 1Y | +13.9% | -5.8% | +19.7% | +16.9% |
| All | +13.9% | -3.9% | +17.8% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 1y: compounded portfolio wealth divided by compounded SSNC 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…
1y analysis · Full analysis span regression · 6 months rolling