+30.7%
IEMG vs HDB
-33.5%
+64.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +6.9% | -5.7% | -0.5% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +1.9% | +1.0% | +0.9% | +1.6% |
| 3M | +1.4% | -2.0% | +3.4% | +0.8% |
| 6M | +15.2% | -18.1% | +33.3% | +19.0% |
| YTD | +23.8% | -36.1% | +59.9% | +29.7% |
| 1Y | +30.7% | -34.0% | +64.7% | +35.5% |
| All | +30.7% | -33.5% | +64.2% | +35.5% |
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