+142.3%
IEMG vs UMC
+2,100.2%
-1,958.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.1% | +0.7% |
| 7D | -1.3% | +9.0% | -10.3% | -3.4% |
| 30D | +1.9% | +17.2% | -15.3% | -2.1% |
| 3M | +1.4% | +11.4% | -10.0% | -2.6% |
| 6M | +15.2% | +137.5% | -122.3% | -8.5% |
| YTD | +23.8% | +193.1% | -169.3% | -7.7% |
| 1Y | +30.7% | +240.3% | -209.6% | -6.4% |
| 3Y | +83.3% | +262.2% | -178.9% | +27.1% |
| 5Y | +48.8% | +143.1% | -94.4% | +10.3% |
| 10Y | +142.8% | +1,853.0% | -1,710.2% | -2.7% |
| All | +142.3% | +2,100.2% | -1,958.0% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling