+140.8%
IEMG vs ULTA
+132.3%
+8.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.1% | -0.9% | +0.8% |
| 7D | -1.3% | -3.1% | +1.8% | -0.7% |
| 30D | +1.9% | +2.8% | -0.9% | +1.2% |
| 3M | +1.4% | +14.8% | -13.4% | -1.6% |
| 6M | +15.2% | -16.2% | +31.4% | +18.3% |
| YTD | +23.8% | -9.6% | +33.4% | +25.2% |
| 1Y | +30.7% | +4.8% | +25.9% | +27.9% |
| 3Y | +83.3% | +30.7% | +52.6% | +67.4% |
| 5Y | +48.8% | +45.9% | +2.9% | +30.1% |
| All | +140.8% | +132.3% | +8.5% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 10y: compounded portfolio wealth divided by compounded ULTA 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…
10y analysis · Full analysis span regression · 6 months rolling