+30.7%
IEMG vs HWM
+26.9%
+3.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | 0.0% | -1.5% |
| 7D | -0.9% | -12.5% | +11.6% | +2.5% |
| 30D | +2.1% | -19.0% | +21.1% | +7.9% |
| 3M | +4.6% | -8.6% | +13.2% | +6.1% |
| 6M | +14.0% | -10.2% | +24.2% | +15.2% |
| YTD | +22.3% | +11.3% | +11.0% | +17.7% |
| 1Y | +30.7% | +24.3% | +6.4% | +23.3% |
| All | +30.7% | +26.9% | +3.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling