+83.3%
IEMG vs HSY
-9.3%
+92.6%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +1.9% | -5.2% | +7.1% | +1.9% |
| 3M | +1.4% | -3.4% | +4.8% | +1.5% |
| 6M | +15.2% | -19.2% | +34.4% | +16.2% |
| YTD | +23.8% | -2.6% | +26.5% | +24.0% |
| 1Y | +30.7% | -3.8% | +34.4% | +30.9% |
| 3Y | +83.3% | -10.6% | +93.9% | +84.3% |
| All | +83.3% | -9.3% | +92.6% | +84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY 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 3y: compounded portfolio wealth divided by compounded HSY 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…
3y analysis · Full analysis span regression · 6 months rolling