+48.3%
IEMG vs HBM
+327.6%
-279.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HBM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | -1.3% | -3.3% | +2.0% | -0.7% |
| 30D | +1.9% | -4.8% | +6.7% | +2.7% |
| 3M | +1.4% | -0.4% | +1.8% | +0.7% |
| 6M | +15.2% | +17.9% | -2.7% | +9.5% |
| YTD | +23.8% | +33.7% | -9.9% | +14.0% |
| 1Y | +30.7% | +95.6% | -64.9% | +10.5% |
| 3Y | +83.3% | +458.1% | -374.8% | +19.2% |
| All | +48.3% | +327.6% | -279.3% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HBM.
Daily Out/Under-Performance
Portfolio return minus HBM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HBM 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 HBM 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