+84.8%
IEMG vs HWM
+389.8%
-305.0%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.6% |
| 7D | +1.6% | -8.0% | +9.7% | +3.2% |
| 30D | +4.6% | -18.0% | +22.6% | +8.8% |
| 3M | +4.8% | -9.5% | +14.3% | +6.6% |
| 6M | +16.8% | -8.4% | +25.2% | +18.1% |
| YTD | +24.8% | +13.6% | +11.2% | +21.2% |
| 1Y | +34.3% | +30.2% | +4.1% | +27.0% |
| All | +84.8% | +389.8% | -305.0% | +32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling