+140.8%
IEMG vs HPQ
+259.7%
-118.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | -0.9% |
| 7D | -1.3% | +9.8% | -11.0% | -3.8% |
| 30D | +1.9% | +22.4% | -20.4% | -3.6% |
| 3M | +1.4% | +45.2% | -43.7% | -8.8% |
| 6M | +15.2% | +96.4% | -81.3% | -6.0% |
| YTD | +23.8% | +65.4% | -41.6% | +5.8% |
| 1Y | +30.7% | +31.6% | -0.9% | +18.6% |
| 3Y | +83.3% | +37.0% | +46.3% | +59.0% |
| 5Y | +48.8% | +53.0% | -4.2% | +20.0% |
| All | +140.8% | +259.7% | -118.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HPQ.
Daily Out/Under-Performance
Portfolio return minus HPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HPQ 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 10y: compounded portfolio wealth divided by compounded HPQ 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…
10y analysis · Full analysis span regression · 6 months rolling