+30.7%
IEMG vs HPQ
+30.7%
-0.1%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +8.4% | -7.2% | +0.9% |
| 7D | -1.3% | +9.8% | -11.0% | -1.7% |
| 30D | +1.9% | +22.4% | -20.4% | +1.1% |
| 3M | +1.4% | +45.2% | -43.7% | -0.4% |
| 6M | +15.2% | +96.4% | -81.3% | +10.3% |
| YTD | +23.8% | +65.4% | -41.6% | +20.9% |
| 1Y | +30.7% | +31.6% | -0.9% | +31.3% |
| All | +30.7% | +30.7% | -0.1% | +31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling