+30.7%
IEMG vs UAL
+0.8%
+29.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -1.9% | +0.5% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | +1.9% | -12.2% | +14.1% | +4.9% |
| 3M | +1.4% | -2.5% | +3.9% | +1.7% |
| 6M | +15.2% | +21.1% | -5.9% | +9.2% |
| YTD | +23.8% | -1.8% | +25.6% | +20.2% |
| 1Y | +30.7% | +0.4% | +30.2% | +24.4% |
| All | +30.7% | +0.8% | +29.8% | +24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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