+117.6%
IEMG vs URI
+2,886.0%
-2,768.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | +2.7% | +6.7% | -4.0% | +1.1% |
| 30D | -5.7% | +8.9% | -14.6% | -7.7% |
| 3M | -8.8% | +0.5% | -9.3% | -9.1% |
| 6M | -8.9% | +20.7% | -29.6% | -13.3% |
| YTD | +11.2% | +40.0% | -28.8% | +0.7% |
| 1Y | +12.2% | +34.4% | -22.2% | +2.5% |
| 3Y | +68.5% | +149.5% | -80.9% | +28.2% |
| 5Y | +34.3% | +205.6% | -171.2% | -5.8% |
| 10Y | +131.1% | +1,183.1% | -1,052.0% | +3.8% |
| All | +117.6% | +2,886.0% | -2,768.4% | -23.2% |
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