+117.6%
IEMG vs URA
+14.4%
+103.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.1% |
| 7D | +2.7% | -1.5% | +4.2% | +3.1% |
| 30D | -5.7% | -10.4% | +4.7% | -2.6% |
| 3M | -8.8% | -29.6% | +20.9% | +0.9% |
| 6M | -8.9% | -40.3% | +31.4% | +5.4% |
| YTD | +11.2% | -25.5% | +36.7% | +19.3% |
| 1Y | +12.2% | -26.4% | +38.6% | +20.4% |
| 3Y | +68.5% | +31.4% | +37.1% | +44.8% |
| 5Y | +34.3% | +28.6% | +5.8% | +11.5% |
| 10Y | +131.1% | +260.9% | -129.8% | +19.3% |
| All | +117.6% | +14.4% | +103.2% | +48.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling