+117.6%
IEMG vs HAS
+417.3%
-299.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.2% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -5.7% | +26.3% | -32.0% | -11.0% |
| 3M | -8.8% | +25.6% | -34.4% | -13.9% |
| 6M | -8.9% | +30.3% | -39.2% | -15.1% |
| YTD | +11.2% | +50.4% | -39.2% | -0.3% |
| 1Y | +12.2% | +57.7% | -45.5% | -0.7% |
| 3Y | +68.5% | +213.4% | -144.8% | +23.0% |
| 5Y | +34.3% | +49.1% | -14.7% | +16.4% |
| 10Y | +131.1% | +98.5% | +32.6% | +70.3% |
| All | +117.6% | +417.3% | -299.7% | +17.9% |
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