+145.4%
IEMG vs URI
+2,576.7%
-2,431.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | 0.0% | +1.3% |
| 7D | +2.2% | -2.0% | +4.2% | +2.7% |
| 30D | +4.6% | -12.9% | +17.6% | +8.0% |
| 3M | +0.4% | -6.7% | +7.1% | +1.8% |
| 6M | +16.4% | +19.0% | -2.6% | +10.3% |
| YTD | +25.4% | +25.5% | -0.1% | +16.7% |
| 1Y | +38.3% | +5.5% | +32.7% | +33.9% |
| 3Y | +84.1% | +111.3% | -27.2% | +45.7% |
| 5Y | +49.0% | +198.6% | -149.6% | +4.9% |
| 10Y | +141.8% | +1,179.9% | -1,038.1% | +8.4% |
| All | +145.4% | +2,576.7% | -2,431.3% | -11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling