+33.4%
IEMG vs URI
+9.3%
+24.0%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.7% |
| 7D | +1.6% | +5.0% | -3.4% | +1.0% |
| 30D | +4.6% | -9.4% | +14.0% | +6.0% |
| 3M | +4.8% | -5.8% | +10.7% | +5.7% |
| 6M | +16.8% | +25.8% | -9.0% | +13.7% |
| YTD | +24.8% | +27.9% | -3.0% | +20.1% |
| All | +33.4% | +9.3% | +24.0% | +30.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 1y: compounded portfolio wealth divided by compounded URI 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…
1y analysis · Full analysis span regression · 6 months rolling