+609.2%
HD vs IEMG
+143.9%
+465.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.3% | -2.3% |
| 7D | -1.2% | +2.8% | -4.0% | -2.7% |
| 30D | -11.1% | +4.6% | -15.8% | -13.5% |
| 3M | +2.0% | +5.5% | -3.5% | -1.7% |
| 6M | -10.5% | +19.7% | -30.1% | -20.4% |
| YTD | -6.9% | +25.5% | -32.4% | -19.7% |
| 1Y | -23.2% | +35.5% | -58.7% | -36.9% |
| 3Y | +3.1% | +88.0% | -84.9% | -30.8% |
| 5Y | +7.4% | +50.6% | -43.2% | -18.6% |
| 10Y | +205.0% | +138.4% | +66.6% | +73.8% |
| All | +609.2% | +143.9% | +465.4% | +293.4% |
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 · 6 months rolling