+145.4%
IEMG vs URA
+65.4%
+80.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.4% |
| 7D | +2.2% | +1.1% | +1.2% | +1.9% |
| 30D | +4.6% | +7.4% | -2.8% | +2.2% |
| 3M | +0.4% | -8.4% | +8.8% | +2.6% |
| 6M | +16.4% | -12.7% | +29.1% | +20.0% |
| YTD | +25.4% | +7.8% | +17.6% | +20.9% |
| 1Y | +38.3% | +19.5% | +18.8% | +27.4% |
| 3Y | +84.1% | +116.4% | -32.4% | +35.8% |
| 5Y | +49.0% | +134.3% | -85.3% | +1.0% |
| 10Y | +141.8% | +359.3% | -217.4% | +16.9% |
| All | +145.4% | +65.4% | +80.0% | +50.1% |
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