+117.6%
IEMG vs UAL
+433.7%
-316.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -7.5% |
| 3M | -8.8% | -13.5% | +4.7% | -6.8% |
| 6M | -8.9% | +14.2% | -23.1% | -11.5% |
| YTD | +11.2% | -2.2% | +13.4% | +10.2% |
| 1Y | +12.2% | +12.5% | -0.3% | +8.5% |
| 3Y | +68.5% | +186.8% | -118.3% | +33.9% |
| 5Y | +34.3% | +119.4% | -85.0% | +8.3% |
| 10Y | +131.1% | +81.4% | +49.7% | +75.7% |
| All | +117.6% | +433.7% | -316.2% | +46.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling