+48.3%
IEMG vs UEC
+198.6%
-150.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.4% | +1.8% |
| 7D | -1.3% | -9.4% | +8.2% | -0.3% |
| 30D | +1.9% | -8.0% | +9.9% | +2.6% |
| 3M | +1.4% | -1.7% | +3.1% | +1.2% |
| 6M | +15.2% | -26.1% | +41.3% | +17.3% |
| YTD | +23.8% | -10.5% | +34.4% | +23.5% |
| 1Y | +30.7% | -13.3% | +43.9% | +29.5% |
| 3Y | +83.3% | +116.4% | -33.1% | +61.0% |
| All | +48.3% | +198.6% | -150.3% | +21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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