+145.6%
IEMG vs UL
+147.8%
-2.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +2.8% | -1.3% | +4.1% | +3.3% |
| 30D | +4.6% | +0.9% | +3.7% | +4.2% |
| 3M | +5.5% | +14.2% | -8.7% | -0.6% |
| 6M | +19.7% | -3.2% | +22.9% | +20.1% |
| YTD | +25.5% | -0.3% | +25.8% | +24.3% |
| 1Y | +35.5% | -8.8% | +44.3% | +38.7% |
| 3Y | +88.0% | +23.9% | +64.1% | +66.6% |
| 5Y | +50.6% | +21.4% | +29.2% | +32.1% |
| 10Y | +138.4% | +66.7% | +71.7% | +70.9% |
| All | +145.6% | +147.8% | -2.2% | +38.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling