+84.8%
IEMG vs URA
+116.4%
-31.7%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +1.6% | +5.7% | -4.1% | +0.2% |
| 30D | +4.6% | +5.6% | -1.0% | +3.0% |
| 3M | +4.8% | +6.2% | -1.4% | +2.9% |
| 6M | +16.8% | -8.2% | +25.1% | +18.2% |
| YTD | +24.8% | +9.7% | +15.2% | +21.5% |
| 1Y | +34.3% | +17.0% | +17.3% | +27.5% |
| All | +84.8% | +116.4% | -31.7% | +50.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling