+140.8%
IEMG vs URA
+346.2%
-205.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +2.2% |
| 7D | -1.3% | -5.5% | +4.2% | +0.3% |
| 30D | +1.9% | -3.7% | +5.6% | +2.8% |
| 3M | +1.4% | -2.9% | +4.3% | +1.9% |
| 6M | +15.2% | -15.2% | +30.4% | +19.7% |
| YTD | +23.8% | +1.9% | +21.9% | +21.4% |
| 1Y | +30.7% | +6.9% | +23.7% | +24.6% |
| 3Y | +83.3% | +99.6% | -16.3% | +39.6% |
| 5Y | +48.8% | +101.2% | -52.4% | +7.2% |
| All | +140.8% | +346.2% | -205.4% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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