+84.8%
IEMG vs UAL
+125.0%
-40.3%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.4% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | +4.6% | -13.4% | +18.1% | +7.1% |
| 3M | +4.8% | -2.3% | +7.1% | +5.0% |
| 6M | +16.8% | +13.3% | +3.5% | +13.8% |
| YTD | +24.8% | -4.2% | +29.0% | +24.0% |
| 1Y | +34.3% | +1.4% | +32.9% | +32.0% |
| All | +84.8% | +125.0% | -40.3% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling