+139.4%
IEMG vs HON
+366.3%
-226.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.3% | -0.7% | -1.4% |
| 7D | -0.9% | -2.6% | +1.8% | +0.4% |
| 30D | +2.1% | -11.9% | +14.0% | +8.4% |
| 3M | +4.6% | -6.1% | +10.7% | +7.1% |
| 6M | +14.0% | -19.2% | +33.2% | +25.5% |
| YTD | +22.3% | +0.2% | +22.2% | +20.8% |
| 1Y | +30.7% | -1.5% | +32.2% | +29.6% |
| 3Y | +83.2% | +17.9% | +65.3% | +61.4% |
| 5Y | +47.0% | +1.9% | +45.0% | +37.7% |
| 10Y | +139.9% | +135.2% | +4.7% | +29.1% |
| All | +139.4% | +366.3% | -226.9% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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