+81.1%
IEMG vs HDB
-31.0%
+112.1%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -0.9% | -1.8% |
| 7D | -0.9% | -6.2% | +5.3% | +0.6% |
| 30D | +2.1% | -6.2% | +8.3% | +3.6% |
| 3M | +4.6% | -5.9% | +10.5% | +5.5% |
| 6M | +14.0% | -25.9% | +40.0% | +21.3% |
| YTD | +22.3% | -40.2% | +62.6% | +35.9% |
| 1Y | +30.7% | -38.0% | +68.7% | +43.8% |
| All | +81.1% | -31.0% | +112.1% | +89.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling