+134.0%
IEMG vs HAS
+99.1%
+34.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.9% |
| 7D | +5.3% | +1.6% | +3.7% | +4.9% |
| 30D | -7.2% | +26.6% | -33.8% | -12.2% |
| 3M | -8.1% | +29.0% | -37.1% | -13.6% |
| 6M | -6.7% | +30.6% | -37.3% | -12.9% |
| YTD | +11.6% | +51.5% | -39.9% | +0.3% |
| 1Y | +11.4% | +58.5% | -47.1% | -1.0% |
| 3Y | +69.3% | +214.1% | -144.8% | +24.9% |
| 5Y | +34.9% | +50.2% | -15.3% | +17.4% |
| All | +134.0% | +99.1% | +34.9% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS 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 10y: compounded portfolio wealth divided by compounded HAS 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…
10y analysis · Full analysis span regression · 6 months rolling