+45.2%
IEMG vs HTZ
-90.1%
+135.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.0% | +5.1% | +0.3% |
| 7D | +2.8% | -2.5% | +5.2% | +2.9% |
| 30D | +4.6% | -3.7% | +8.4% | +4.6% |
| 3M | +5.5% | -57.0% | +62.5% | +9.1% |
| 6M | +19.7% | -47.0% | +66.7% | +21.9% |
| YTD | +25.5% | -57.5% | +83.0% | +29.2% |
| 1Y | +35.5% | -63.5% | +99.0% | +39.8% |
| 3Y | +88.0% | -86.3% | +174.3% | +104.4% |
| 5Y | +50.6% | -86.8% | +137.3% | +60.0% |
| All | +45.2% | -90.1% | +135.3% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HTZ.
Daily Out/Under-Performance
Portfolio return minus HTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HTZ 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 HTZ 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