-25.8%
HD vs IEMG
+30.0%
-55.8%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.0% | +0.5% | -1.0% |
| 7D | -3.9% | -0.9% | -3.0% | -3.7% |
| 30D | -13.1% | +2.1% | -15.2% | -13.6% |
| 3M | -3.4% | +4.6% | -8.0% | -4.9% |
| 6M | -12.6% | +14.0% | -26.6% | -18.1% |
| YTD | -9.2% | +22.3% | -31.6% | -14.8% |
| All | -25.8% | +30.0% | -55.8% | -30.5% |
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 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