+34.7%
IEMG vs UAL
+117.7%
-83.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +2.7% | -3.0% | +5.7% | +3.2% |
| 30D | -5.7% | +10.5% | -16.2% | -7.6% |
| 3M | -8.8% | -13.5% | +4.7% | -6.6% |
| 6M | -8.9% | +14.2% | -23.1% | -11.6% |
| YTD | +11.2% | -2.2% | +13.4% | +10.0% |
| 1Y | +12.2% | +12.5% | -0.3% | +8.2% |
| 3Y | +68.5% | +186.8% | -118.3% | +30.2% |
| All | +34.7% | +117.7% | -83.0% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling