+133.9%
HL vs IEMG
+38.7%
+95.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -5.1% |
| 7D | +1.5% | +2.2% | -0.8% | -2.0% |
| 30D | +25.1% | +4.6% | +20.4% | +17.0% |
| 3M | +22.9% | +0.4% | +22.5% | +22.8% |
| 6M | -4.9% | +16.4% | -21.3% | -25.1% |
| YTD | +7.8% | +25.4% | -17.6% | -25.6% |
| 1Y | +133.9% | +38.3% | +95.6% | +34.5% |
| All | +133.9% | +38.7% | +95.1% | +34.5% |
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