+36.6%
IEMG vs HTZ
-95.0%
+131.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.5% | +2.9% |
| 7D | -0.1% | -16.4% | +16.3% | +0.8% |
| 30D | -8.8% | -15.1% | +6.3% | -8.0% |
| 3M | -7.2% | -28.2% | +21.0% | -5.9% |
| 6M | -9.8% | -73.1% | +63.2% | -4.1% |
| YTD | +11.4% | -68.3% | +79.7% | +16.5% |
| 1Y | +13.2% | -75.2% | +88.4% | +20.0% |
| 3Y | +70.0% | -81.1% | +151.2% | +78.2% |
| 5Y | +36.6% | -95.0% | +131.6% | +59.7% |
| All | +36.6% | -95.0% | +131.6% | +59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling