+145.4%
IEMG vs HAS
+297.0%
-151.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.8% |
| 7D | +2.2% | -1.8% | +4.0% | +2.7% |
| 30D | +4.6% | +2.3% | +2.4% | +4.0% |
| 3M | +0.4% | +10.4% | -10.0% | -2.3% |
| 6M | +16.4% | -3.2% | +19.6% | +16.5% |
| YTD | +25.4% | +15.4% | +10.0% | +20.1% |
| 1Y | +38.3% | +18.8% | +19.5% | +31.2% |
| 3Y | +84.1% | +43.9% | +40.1% | +62.9% |
| 5Y | +49.0% | +13.9% | +35.1% | +37.8% |
| 10Y | +141.8% | +56.4% | +85.4% | +88.7% |
| All | +145.4% | +297.0% | -151.6% | +42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling