+38.3%
IEMG vs HDB
-34.6%
+72.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +4.6% | -2.8% | +7.4% | +5.4% |
| 3M | +0.4% | -3.5% | +3.9% | +0.3% |
| 6M | +16.4% | -24.7% | +41.1% | +21.6% |
| YTD | +25.4% | -36.6% | +62.0% | +31.9% |
| 1Y | +38.3% | -34.4% | +72.6% | +44.6% |
| All | +38.3% | -34.6% | +72.9% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 1y: compounded portfolio wealth divided by compounded HDB 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…
1y analysis · Full analysis span regression · 6 months rolling