+144.8%
IEMG vs HAS
+54.3%
+90.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +1.6% | -4.8% | +6.5% | +2.8% |
| 30D | +4.6% | -5.1% | +9.8% | +5.9% |
| 3M | +4.8% | +6.4% | -1.5% | +3.0% |
| 6M | +16.8% | -5.6% | +22.5% | +17.6% |
| YTD | +24.8% | +11.0% | +13.9% | +20.8% |
| 1Y | +34.3% | +16.8% | +17.5% | +28.2% |
| 3Y | +87.0% | +44.0% | +42.9% | +66.1% |
| 5Y | +49.9% | +11.0% | +39.0% | +40.1% |
| 10Y | +144.8% | +56.0% | +88.8% | +102.2% |
| All | +144.8% | +54.3% | +90.5% | +102.2% |
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