+139.0%
IEMG vs HWM
+1,301.3%
-1,162.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -0.9% | -12.5% | +11.6% | +2.1% |
| 30D | +2.1% | -19.0% | +21.1% | +6.9% |
| 3M | +4.6% | -8.6% | +13.2% | +6.4% |
| 6M | +14.0% | -10.2% | +24.2% | +16.2% |
| YTD | +22.3% | +11.3% | +11.0% | +18.4% |
| 1Y | +30.7% | +24.3% | +6.4% | +23.1% |
| 3Y | +83.2% | +382.3% | -299.0% | +22.0% |
| 5Y | +47.0% | +640.6% | -593.6% | -12.7% |
| All | +139.0% | +1,301.3% | -1,162.3% | +20.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling