+144.3%
IEMG vs HRB
+322.0%
-177.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HRB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.3% |
| 7D | +1.6% | -10.6% | +12.2% | +3.1% |
| 30D | +4.6% | -0.8% | +5.5% | +4.4% |
| 3M | +4.8% | +19.1% | -14.2% | +1.5% |
| 6M | +16.8% | +48.7% | -31.9% | +8.4% |
| YTD | +24.8% | +7.1% | +17.7% | +22.0% |
| 1Y | +34.3% | -8.3% | +42.6% | +34.5% |
| 3Y | +87.0% | +25.8% | +61.1% | +74.1% |
| 5Y | +49.9% | +111.1% | -61.1% | +24.0% |
| 10Y | +144.8% | +206.6% | -61.8% | +76.1% |
| All | +144.3% | +322.0% | -177.7% | +60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling