+142.3%
IEMG vs HBAN
+332.9%
-190.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HBAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | -1.0% | -0.3% | -1.0% |
| 30D | +1.9% | -5.6% | +7.5% | +3.5% |
| 3M | +1.4% | -1.1% | +2.6% | +1.5% |
| 6M | +15.2% | +9.9% | +5.3% | +11.8% |
| YTD | +23.8% | -0.9% | +24.8% | +23.2% |
| 1Y | +30.7% | -1.4% | +32.1% | +29.9% |
| 3Y | +83.3% | +78.2% | +5.1% | +50.5% |
| 5Y | +48.8% | +37.0% | +11.7% | +28.4% |
| 10Y | +142.8% | +158.9% | -16.1% | +54.1% |
| All | +142.3% | +332.9% | -190.6% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HBAN.
Daily Out/Under-Performance
Portfolio return minus HBAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBAN 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 HBAN 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