-95.2%
SNDQ vs IEMG
+7.8%
-103.0%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.2% | +5.6% | +13.8% |
| 7D | +11.6% | -1.3% | +12.9% | +3.0% |
| 30D | -45.1% | +1.9% | -47.0% | -36.0% |
| 3M | -68.6% | +1.4% | -70.0% | -38.4% |
| All | -95.2% | +7.8% | -103.0% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 IEMG 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 · Available span rolling