+48.3%
IEMG vs HALO
+158.6%
-110.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.0% |
| 30D | +1.9% | +5.3% | -3.4% | +1.3% |
| 3M | +1.4% | +51.6% | -50.1% | -3.2% |
| 6M | +15.2% | +61.3% | -46.1% | +9.0% |
| YTD | +23.8% | +59.3% | -35.5% | +17.2% |
| 1Y | +30.7% | +38.3% | -7.6% | +25.3% |
| 3Y | +83.3% | +185.9% | -102.6% | +57.0% |
| All | +48.3% | +158.6% | -110.3% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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