+142.3%
IEMG vs HUM
+514.7%
-372.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.0% | +0.9% |
| 7D | -1.3% | +2.1% | -3.3% | -1.6% |
| 30D | +1.9% | +5.4% | -3.5% | +1.2% |
| 3M | +1.4% | +11.4% | -10.0% | -0.3% |
| 6M | +15.2% | +141.5% | -126.3% | +1.3% |
| YTD | +23.8% | +61.2% | -37.4% | +14.5% |
| 1Y | +30.7% | +49.2% | -18.5% | +21.7% |
| 3Y | +83.3% | -9.0% | +92.3% | +81.5% |
| 5Y | +48.8% | +7.2% | +41.6% | +38.9% |
| 10Y | +142.8% | +152.7% | -9.9% | +89.8% |
| All | +142.3% | +514.7% | -372.5% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside HUM.
Daily Out/Under-Performance
Portfolio return minus HUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUM 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 HUM 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