+396.0%
HPE vs IEMG
+48.5%
+347.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | +1.2% | +11.2% | +11.3% |
| 7D | +19.4% | -1.3% | +20.7% | +21.0% |
| 30D | +5.6% | +1.9% | +3.7% | +3.8% |
| 3M | +33.1% | +1.4% | +31.6% | +31.1% |
| 6M | +192.5% | +15.2% | +177.3% | +157.4% |
| YTD | +160.9% | +23.8% | +137.1% | +113.9% |
| 1Y | +155.0% | +30.7% | +124.3% | +99.1% |
| 3Y | +289.4% | +83.3% | +206.1% | +125.9% |
| All | +396.0% | +48.5% | +347.5% | +228.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling