+121.4%
IEMG vs HAS
+432.2%
-310.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -12.4% |
| 3M | -5.5% | +28.8% | -34.3% | -11.3% |
| 6M | -8.3% | +32.3% | -40.6% | -14.9% |
| YTD | +13.2% | +54.7% | -41.5% | +0.7% |
| 1Y | +13.0% | +63.2% | -50.2% | -0.8% |
| 3Y | +71.6% | +220.7% | -149.1% | +24.5% |
| 5Y | +37.1% | +53.3% | -16.2% | +18.0% |
| 10Y | +135.2% | +104.2% | +31.0% | +72.1% |
| All | +121.4% | +432.2% | -310.7% | +19.2% |
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 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