+144.3%
IEMG vs UDR
+138.9%
+5.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.4% | +0.1% |
| 7D | +1.6% | -3.3% | +4.9% | +2.6% |
| 30D | +4.6% | -5.6% | +10.3% | +6.4% |
| 3M | +4.8% | -9.4% | +14.3% | +7.6% |
| 6M | +16.8% | -3.0% | +19.8% | +17.1% |
| YTD | +24.8% | -0.4% | +25.2% | +23.9% |
| 1Y | +34.3% | -5.1% | +39.4% | +35.1% |
| 3Y | +87.0% | +4.2% | +82.7% | +80.1% |
| 5Y | +49.9% | -19.5% | +69.5% | +54.8% |
| 10Y | +144.8% | +47.9% | +96.9% | +95.3% |
| All | +144.3% | +138.9% | +5.3% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling