+140.8%
IEMG vs UDR
+47.2%
+93.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | -1.3% | -3.5% | +2.2% | -0.3% |
| 30D | +1.9% | -5.3% | +7.2% | +3.4% |
| 3M | +1.4% | -9.5% | +11.0% | +4.0% |
| 6M | +15.2% | -0.7% | +15.8% | +14.6% |
| YTD | +23.8% | -1.2% | +25.0% | +23.2% |
| 1Y | +30.7% | -5.7% | +36.4% | +31.7% |
| 3Y | +83.3% | +3.7% | +79.5% | +77.1% |
| 5Y | +48.8% | -18.9% | +67.7% | +53.0% |
| All | +140.8% | +47.2% | +93.6% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 10y: compounded portfolio wealth divided by compounded UDR 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…
10y analysis · Full analysis span regression · 6 months rolling