+72.4%
UBER vs IEMG
+101.3%
-28.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -2.5% |
| 7D | -5.4% | -1.3% | -4.1% | -4.2% |
| 30D | -4.9% | +1.9% | -6.8% | -7.0% |
| 3M | +3.0% | +1.4% | +1.6% | -0.4% |
| 6M | -4.4% | +15.2% | -19.6% | -21.5% |
| YTD | -12.3% | +23.8% | -36.1% | -34.6% |
| 1Y | -24.3% | +30.7% | -55.0% | -47.1% |
| 3Y | +46.4% | +83.3% | -36.8% | -32.8% |
| 5Y | +79.7% | +48.8% | +30.9% | +8.3% |
| All | +72.4% | +101.3% | -28.9% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 10y: compounded portfolio wealth divided by compounded IEMG 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…
10y analysis · Full analysis span regression · 6 months rolling