+144.3%
IEMG vs HSY
+240.0%
-95.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.4% |
| 7D | +1.6% | -3.0% | +4.6% | +2.3% |
| 30D | +4.6% | -5.0% | +9.7% | +5.7% |
| 3M | +4.8% | -1.3% | +6.2% | +4.7% |
| 6M | +16.8% | -21.5% | +38.3% | +22.7% |
| YTD | +24.8% | -3.3% | +28.1% | +24.4% |
| 1Y | +34.3% | -5.5% | +39.8% | +34.2% |
| 3Y | +87.0% | -9.9% | +96.9% | +86.5% |
| 5Y | +49.9% | +11.3% | +38.6% | +36.7% |
| 10Y | +144.8% | +128.1% | +16.7% | +74.8% |
| All | +144.3% | +240.0% | -95.8% | +37.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling