+49.9%
IEMG vs URI
+215.5%
-165.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | +1.6% | +5.0% | -3.4% | +0.6% |
| 30D | +4.6% | -9.4% | +14.0% | +6.7% |
| 3M | +4.8% | -5.8% | +10.7% | +5.9% |
| 6M | +16.8% | +25.8% | -9.0% | +10.5% |
| YTD | +24.8% | +27.9% | -3.0% | +17.0% |
| 1Y | +34.3% | +9.7% | +24.6% | +29.9% |
| 3Y | +87.0% | +128.0% | -41.0% | +47.4% |
| 5Y | +49.9% | +212.4% | -162.5% | +3.8% |
| All | +49.9% | +215.5% | -165.6% | +3.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling