-4.6%
HD vs IEMG
+13.6%
-18.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.6% | +6.3% |
| 7D | +11.9% | -3.1% | +15.0% | +12.6% |
| 30D | +26.4% | -10.3% | +36.8% | +29.5% |
| 3M | +2.8% | -6.6% | +9.4% | +4.1% |
| 6M | +15.5% | -3.9% | +19.3% | +14.1% |
| YTD | +5.5% | +12.4% | -6.8% | -2.4% |
| 1Y | -4.6% | +13.9% | -18.5% | -11.8% |
| All | -4.6% | +13.6% | -18.2% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling