+48.3%
IEMG vs HRB
+114.1%
-65.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | -1.3% | -8.0% | +6.7% | -1.1% |
| 30D | +1.9% | -16.0% | +17.9% | +2.3% |
| 3M | +1.4% | +26.9% | -25.4% | +0.4% |
| 6M | +15.2% | +51.1% | -36.0% | +12.5% |
| YTD | +23.8% | +7.1% | +16.8% | +24.7% |
| 1Y | +30.7% | -9.6% | +40.3% | +33.8% |
| 3Y | +83.3% | +25.4% | +57.9% | +78.7% |
| All | +48.3% | +114.1% | -65.7% | +36.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling