+37.1%
IEMG vs HAS
+54.3%
-17.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +1.9% |
| 7D | +0.7% | +2.0% | -1.3% | +0.3% |
| 30D | -6.4% | +30.9% | -37.3% | -11.7% |
| 3M | -5.5% | +28.8% | -34.3% | -10.6% |
| 6M | -8.3% | +32.3% | -40.6% | -14.1% |
| YTD | +13.2% | +54.7% | -41.5% | +2.1% |
| 1Y | +13.0% | +63.2% | -50.2% | +0.6% |
| 3Y | +71.6% | +220.7% | -149.1% | +28.4% |
| 5Y | +37.1% | +53.3% | -16.2% | +27.0% |
| All | +37.1% | +54.3% | -17.2% | +27.0% |
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