+237.0%
HOOD vs IEMG
+51.3%
+185.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -4.0% |
| 7D | +13.4% | +2.8% | +10.6% | +8.4% |
| 30D | +25.8% | +4.6% | +21.1% | +17.3% |
| 3M | +38.0% | +5.5% | +32.5% | +24.9% |
| 6M | +52.2% | +19.7% | +32.5% | +8.7% |
| YTD | +3.7% | +25.5% | -21.8% | -32.5% |
| 1Y | +0.1% | +35.5% | -35.5% | -42.5% |
| 3Y | +992.6% | +88.0% | +904.6% | +255.9% |
| 5Y | +193.0% | +50.6% | +142.4% | +70.4% |
| All | +237.0% | +51.3% | +185.6% | +95.2% |
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