+145.6%
IEMG vs HDB
+172.4%
-26.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +1.1% |
| 7D | +2.8% | -2.0% | +4.8% | +3.5% |
| 30D | +4.6% | -4.9% | +9.5% | +6.3% |
| 3M | +5.5% | -2.3% | +7.8% | +5.7% |
| 6M | +19.7% | -23.7% | +43.4% | +30.2% |
| YTD | +25.5% | -38.5% | +64.0% | +46.6% |
| 1Y | +35.5% | -36.5% | +72.0% | +56.2% |
| 3Y | +88.0% | -28.5% | +116.4% | +103.9% |
| 5Y | +50.6% | -37.4% | +88.0% | +67.8% |
| 10Y | +138.4% | +34.0% | +104.3% | +90.5% |
| All | +145.6% | +172.4% | -26.8% | +52.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling