+79.6%
HYG vs IEMG
+140.6%
-61.0%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.3% |
| 7D | -0.7% | -1.3% | +0.6% | -0.4% |
| 30D | -0.7% | +1.9% | -2.6% | -1.2% |
| 3M | -0.2% | +1.4% | -1.6% | -0.8% |
| 6M | +1.4% | +15.2% | -13.7% | -2.8% |
| YTD | +1.5% | +23.8% | -22.4% | -4.8% |
| 1Y | +2.9% | +30.7% | -27.8% | -4.9% |
| 3Y | +25.6% | +83.3% | -57.6% | +5.2% |
| 5Y | +18.6% | +48.8% | -30.2% | +4.2% |
| 10Y | +55.7% | +142.8% | -87.0% | +17.1% |
| All | +79.6% | +140.6% | -61.0% | +32.4% |
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 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