+145.4%
IEMG vs UAL
+443.8%
-298.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.9% | +1.2% |
| 7D | +2.2% | +0.7% | +1.5% | +2.1% |
| 30D | +4.6% | -16.1% | +20.7% | +7.7% |
| 3M | +0.4% | +6.1% | -5.8% | -0.9% |
| 6M | +16.4% | +10.8% | +5.5% | +13.6% |
| YTD | +25.4% | -0.4% | +25.8% | +24.2% |
| 1Y | +38.3% | +5.0% | +33.3% | +35.2% |
| 3Y | +84.1% | +124.0% | -39.9% | +52.6% |
| 5Y | +49.0% | +141.0% | -92.0% | +18.2% |
| 10Y | +141.8% | +118.0% | +23.8% | +79.2% |
| All | +145.4% | +443.8% | -298.4% | +64.8% |
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 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