+256.9%
HL vs IEMG
+145.8%
+111.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.7% |
| 7D | -4.4% | -1.3% | -3.1% | -2.8% |
| 30D | +9.3% | +1.9% | +7.4% | +7.1% |
| 3M | +32.0% | +1.4% | +30.6% | +30.2% |
| 6M | -6.4% | +15.2% | -21.6% | -20.1% |
| YTD | +3.1% | +23.8% | -20.7% | -18.1% |
| 1Y | +77.6% | +30.7% | +46.9% | +33.3% |
| 3Y | +392.8% | +83.3% | +309.5% | +155.5% |
| 5Y | +234.1% | +48.8% | +185.3% | +119.0% |
| All | +256.9% | +145.8% | +111.1% | +16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling