+127.5%
IEMG vs HUBS
+583.9%
-456.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUBS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.1% |
| 7D | -1.3% | -9.0% | +7.7% | +0.1% |
| 30D | +1.9% | +7.2% | -5.3% | +0.5% |
| 3M | +1.4% | +20.9% | -19.4% | -3.1% |
| 6M | +15.2% | -13.0% | +28.2% | +14.1% |
| YTD | +23.8% | -43.8% | +67.7% | +30.9% |
| 1Y | +30.7% | -54.6% | +85.3% | +42.4% |
| 3Y | +83.3% | -58.5% | +141.7% | +97.3% |
| 5Y | +48.8% | -66.4% | +115.2% | +56.5% |
| 10Y | +142.8% | +319.2% | -176.4% | +48.2% |
| All | +127.5% | +583.9% | -456.4% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBS.
Daily Out/Under-Performance
Portfolio return minus HUBS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBS 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 HUBS 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