+145.2%
IEMG vs HWM
+1,323.5%
-1,178.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.7% | +10.8% | +2.6% |
| 7D | +2.8% | -9.2% | +12.0% | +4.9% |
| 30D | +4.6% | -17.9% | +22.5% | +9.2% |
| 3M | +5.5% | -6.0% | +11.6% | +6.6% |
| 6M | +19.7% | -7.4% | +27.0% | +21.1% |
| YTD | +25.5% | +13.1% | +12.4% | +21.0% |
| 1Y | +35.5% | +29.3% | +6.2% | +26.4% |
| 3Y | +88.0% | +389.9% | -301.9% | +24.7% |
| 5Y | +50.6% | +655.5% | -604.9% | -11.0% |
| All | +145.2% | +1,323.5% | -1,178.3% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded HWM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling