+223.3%
HOOD vs IEMG
+49.3%
+174.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -2.7% |
| 7D | -7.8% | -1.3% | -6.5% | -5.9% |
| 30D | +18.6% | +1.9% | +16.7% | +15.5% |
| 3M | +22.1% | +1.4% | +20.6% | +18.1% |
| 6M | +43.1% | +15.2% | +27.9% | +9.2% |
| YTD | -0.5% | +23.8% | -24.3% | -33.8% |
| 1Y | -4.4% | +30.7% | -35.1% | -41.5% |
| 3Y | +938.5% | +83.3% | +855.2% | +253.2% |
| 5Y | +173.4% | +48.8% | +124.7% | +61.7% |
| All | +223.3% | +49.3% | +174.0% | +91.4% |
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 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