+206.4%
HD vs IEMG
+145.8%
+60.6%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.3% |
| 7D | -3.8% | -1.3% | -2.5% | -3.1% |
| 30D | -9.4% | +1.9% | -11.4% | -10.5% |
| 3M | -4.6% | +1.4% | -6.0% | -6.1% |
| 6M | -10.1% | +15.2% | -25.3% | -18.9% |
| YTD | -8.3% | +23.8% | -32.2% | -21.3% |
| 1Y | -25.0% | +30.7% | -55.7% | -38.0% |
| 3Y | +1.5% | +83.3% | -81.7% | -33.3% |
| 5Y | +5.6% | +48.8% | -43.2% | -21.2% |
| All | +206.4% | +145.8% | +60.6% | +71.7% |
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