+144.3%
IEMG vs UEC
+400.0%
-255.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.4% | +1.9% | -0.3% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +4.6% | +1.9% | +2.7% | +4.2% |
| 3M | +4.8% | +8.9% | -4.1% | +3.5% |
| 6M | +16.8% | -14.5% | +31.3% | +17.3% |
| YTD | +24.8% | -0.7% | +25.5% | +23.0% |
| 1Y | +34.3% | -4.1% | +38.4% | +31.5% |
| 3Y | +87.0% | +148.9% | -62.0% | +60.7% |
| 5Y | +49.9% | +300.0% | -250.1% | +15.9% |
| 10Y | +144.8% | +994.3% | -849.6% | +51.3% |
| All | +144.3% | +400.0% | -255.7% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling