+688.3%
HD vs IEMG
+116.0%
+572.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +1.5% | +2.7% | -1.2% | 0.0% |
| 30D | +18.0% | -5.7% | +23.7% | +21.4% |
| 3M | +2.8% | -8.8% | +11.6% | +7.4% |
| 6M | +17.0% | -8.9% | +25.9% | +21.1% |
| YTD | +3.5% | +11.2% | -7.7% | -5.0% |
| 1Y | -2.6% | +12.2% | -14.8% | -11.2% |
| 3Y | +30.7% | +68.5% | -37.8% | -7.4% |
| 5Y | +6.2% | +34.3% | -28.1% | -14.7% |
| 10Y | +242.7% | +131.1% | +111.6% | +99.9% |
| All | +688.3% | +116.0% | +572.3% | +364.9% |
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