+38.3%
IEMG vs UMC
+209.4%
-171.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.8% |
| 7D | +2.2% | +5.0% | -2.7% | +1.2% |
| 30D | +4.6% | +7.7% | -3.1% | +3.0% |
| 3M | +0.4% | +1.7% | -1.3% | -0.9% |
| 6M | +16.4% | +113.9% | -97.6% | +2.7% |
| YTD | +25.4% | +168.9% | -143.5% | +7.6% |
| 1Y | +38.3% | +207.2% | -168.9% | +18.4% |
| All | +38.3% | +209.4% | -171.2% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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