+13.9%
IEMG vs UL
+1.7%
+12.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.3% | -2.4% | +1.2% |
| 7D | -3.1% | +4.7% | -7.8% | -2.7% |
| 30D | -10.3% | +11.6% | -21.9% | -9.8% |
| 3M | -6.6% | +5.3% | -11.9% | -6.2% |
| 6M | -3.9% | +16.0% | -19.9% | -3.4% |
| YTD | +12.4% | +5.0% | +7.4% | +16.1% |
| 1Y | +13.9% | +1.1% | +12.8% | +17.6% |
| All | +13.9% | +1.7% | +12.2% | +17.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 1y: compounded portfolio wealth divided by compounded UL 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…
1y analysis · Full analysis span regression · 6 months rolling