+144.3%
IEMG vs HPQ
+677.4%
-533.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.7% |
| 7D | +1.6% | +2.2% | -0.6% | +1.0% |
| 30D | +4.6% | +9.7% | -5.1% | +1.9% |
| 3M | +4.8% | +32.7% | -27.9% | -3.1% |
| 6M | +16.8% | +77.7% | -60.9% | -1.1% |
| YTD | +24.8% | +51.0% | -26.1% | +10.0% |
| 1Y | +34.3% | +18.4% | +15.9% | +25.7% |
| 3Y | +87.0% | +25.6% | +61.4% | +67.3% |
| 5Y | +49.9% | +38.6% | +11.3% | +26.7% |
| 10Y | +144.8% | +226.1% | -81.4% | +58.3% |
| All | +144.3% | +677.4% | -533.1% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling