+48.3%
IEMG vs HAL
+99.2%
-50.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.9% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.8% |
| 30D | +1.9% | +8.2% | -6.2% | +0.7% |
| 3M | +1.4% | -9.4% | +10.9% | +2.7% |
| 6M | +15.2% | +0.6% | +14.5% | +14.4% |
| YTD | +23.8% | +28.6% | -4.8% | +18.2% |
| 1Y | +30.7% | +63.9% | -33.2% | +19.7% |
| 3Y | +83.3% | -7.1% | +90.4% | +79.9% |
| All | +48.3% | +99.2% | -50.9% | +24.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling