+25.0%
HL vs IEMG
+13.6%
+11.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.9% | +12.3% | +11.8% |
| 7D | +0.2% | -3.1% | +3.3% | +5.3% |
| 30D | -12.1% | -10.3% | -1.8% | +3.9% |
| 3M | -2.8% | -6.6% | +3.8% | +8.4% |
| 6M | -14.9% | -3.9% | -11.1% | -9.3% |
| YTD | -22.0% | +12.4% | -34.4% | -32.5% |
| 1Y | +25.0% | +13.9% | +11.1% | +6.8% |
| All | +25.0% | +13.6% | +11.4% | +6.8% |
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