+29.6%
SNOW vs IEMG
+79.6%
-50.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -1.6% |
| 7D | -2.4% | -1.3% | -1.1% | -1.0% |
| 30D | -1.0% | +1.9% | -2.9% | -3.3% |
| 3M | +36.9% | +1.4% | +35.4% | +31.8% |
| 6M | +83.4% | +15.2% | +68.2% | +44.5% |
| YTD | +50.0% | +23.8% | +26.2% | +5.9% |
| 1Y | +46.5% | +30.7% | +15.9% | -4.3% |
| 3Y | +93.3% | +83.3% | +10.0% | -25.8% |
| 5Y | +3.3% | +48.8% | -45.5% | -43.5% |
| All | +29.6% | +79.6% | -50.1% | -41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling