+49.9%
IEMG vs HAS
+10.8%
+39.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | +1.6% | -4.8% | +6.5% | +2.7% |
| 30D | +4.6% | -5.1% | +9.8% | +5.8% |
| 3M | +4.8% | +6.4% | -1.5% | +3.2% |
| 6M | +16.8% | -5.6% | +22.5% | +17.5% |
| YTD | +24.8% | +11.0% | +13.9% | +21.0% |
| 1Y | +34.3% | +16.8% | +17.5% | +28.5% |
| 3Y | +87.0% | +44.0% | +42.9% | +68.3% |
| 5Y | +49.9% | +11.0% | +39.0% | +49.3% |
| All | +49.9% | +10.8% | +39.1% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling