+140.8%
IEMG vs HDB
+42.1%
+98.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.9% | -5.7% | -1.1% |
| 7D | -1.3% | +0.7% | -2.0% | -1.6% |
| 30D | +1.9% | +1.0% | +0.9% | +1.4% |
| 3M | +1.4% | -2.0% | +3.4% | +1.4% |
| 6M | +15.2% | -18.1% | +33.3% | +22.1% |
| YTD | +23.8% | -36.1% | +59.9% | +42.3% |
| 1Y | +30.7% | -34.0% | +64.7% | +48.3% |
| 3Y | +83.3% | -26.7% | +110.0% | +96.9% |
| 5Y | +48.8% | -33.9% | +82.6% | +62.4% |
| All | +140.8% | +42.1% | +98.7% | +97.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling