+88.2%
IEMG vs HTZ
-85.8%
+174.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.3% | +1.6% |
| 7D | +2.2% | +7.5% | -5.2% | +1.9% |
| 30D | +4.6% | +47.4% | -42.8% | +2.6% |
| 3M | +0.4% | -54.9% | +55.3% | +2.7% |
| 6M | +16.4% | -47.0% | +63.4% | +18.0% |
| YTD | +25.4% | -55.3% | +80.7% | +27.9% |
| 1Y | +38.3% | -57.6% | +95.9% | +40.7% |
| All | +88.2% | -85.8% | +174.0% | +102.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling