+140.8%
IEMG vs HRB
+209.1%
-68.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.3% | -8.0% | +6.7% | -0.3% |
| 30D | +1.9% | -16.0% | +17.9% | +4.1% |
| 3M | +1.4% | +26.9% | -25.4% | -2.4% |
| 6M | +15.2% | +51.1% | -36.0% | +7.1% |
| YTD | +23.8% | +7.1% | +16.8% | +21.4% |
| 1Y | +30.7% | -9.6% | +40.3% | +31.6% |
| 3Y | +83.3% | +25.4% | +57.9% | +71.4% |
| 5Y | +48.8% | +114.9% | -66.2% | +22.9% |
| All | +140.8% | +209.1% | -68.4% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HRB.
Daily Out/Under-Performance
Portfolio return minus HRB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HRB 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 HRB 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