+48.3%
IEMG vs UMC
+143.5%
-95.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.6% |
| 7D | -1.3% | +9.0% | -10.3% | -3.5% |
| 30D | +1.9% | +17.2% | -15.3% | -2.4% |
| 3M | +1.4% | +11.4% | -10.0% | -3.0% |
| 6M | +15.2% | +137.5% | -122.3% | -10.6% |
| YTD | +23.8% | +193.1% | -169.3% | -10.9% |
| 1Y | +30.7% | +240.3% | -209.6% | -10.3% |
| 3Y | +83.3% | +262.2% | -178.9% | +20.3% |
| All | +48.3% | +143.5% | -95.2% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling