+76.9%
IEMG vs UMAC
+473.8%
-396.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.3% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | +1.9% | -15.1% | +17.0% | +2.2% |
| 3M | +1.4% | -10.8% | +12.2% | +1.2% |
| 6M | +15.2% | +15.7% | -0.5% | +13.5% |
| YTD | +23.8% | +80.1% | -56.3% | +20.6% |
| 1Y | +30.7% | +116.7% | -86.1% | +26.5% |
| All | +76.9% | +473.8% | -396.8% | +67.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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