+144.3%
IEMG vs HIG
+721.3%
-577.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +1.6% | -0.5% | +2.1% | +1.7% |
| 30D | +4.6% | -2.8% | +7.5% | +5.4% |
| 3M | +4.8% | +6.3% | -1.5% | +2.6% |
| 6M | +16.8% | -0.1% | +16.9% | +16.1% |
| YTD | +24.8% | +0.4% | +24.4% | +23.7% |
| 1Y | +34.3% | +6.2% | +28.1% | +30.6% |
| 3Y | +87.0% | +101.6% | -14.7% | +47.5% |
| 5Y | +49.9% | +119.8% | -69.9% | +13.8% |
| 10Y | +144.8% | +311.7% | -167.0% | +40.6% |
| All | +144.3% | +721.3% | -577.0% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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