+144.3%
IEMG vs HAL
+42.2%
+102.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | +1.6% | -1.3% | +2.9% | +1.9% |
| 30D | +4.6% | +10.9% | -6.2% | +2.2% |
| 3M | +4.8% | -5.8% | +10.7% | +5.8% |
| 6M | +16.8% | +8.1% | +8.7% | +13.9% |
| YTD | +24.8% | +33.2% | -8.4% | +15.9% |
| 1Y | +34.3% | +74.2% | -39.9% | +16.9% |
| 3Y | +87.0% | -3.7% | +90.6% | +81.6% |
| 5Y | +49.9% | +111.9% | -61.9% | +14.9% |
| 10Y | +144.8% | +7.4% | +137.4% | +92.5% |
| All | +144.3% | +42.2% | +102.0% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling