+13.9%
IEMG vs HAL
+25.6%
-11.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +1.0% |
| 7D | -3.1% | -7.7% | +4.6% | -2.7% |
| 30D | -10.3% | +0.7% | -11.0% | -10.4% |
| 3M | -6.6% | +2.5% | -9.1% | -6.7% |
| 6M | -3.9% | -20.7% | +16.8% | -2.2% |
| YTD | +12.4% | +18.4% | -6.0% | +6.8% |
| 1Y | +13.9% | +25.6% | -11.7% | +7.4% |
| All | +13.9% | +25.6% | -11.7% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HAL.
Daily Out/Under-Performance
Portfolio return minus HAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAL 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 1y: compounded portfolio wealth divided by compounded HAL 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…
1y analysis · Full analysis span regression · 6 months rolling