+71.0%
UBER vs IEMG
+103.0%
-32.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -7.0% | +1.6% | -8.6% | -8.6% |
| 30D | -8.9% | +4.6% | -13.5% | -13.3% |
| 3M | +1.0% | +4.8% | -3.9% | -5.8% |
| 6M | -3.7% | +16.8% | -20.6% | -22.1% |
| YTD | -13.0% | +24.8% | -37.9% | -35.6% |
| 1Y | -25.5% | +34.3% | -59.8% | -49.6% |
| 3Y | +50.5% | +87.0% | -36.5% | -32.4% |
| 5Y | +76.2% | +49.9% | +26.2% | +5.4% |
| All | +71.0% | +103.0% | -32.0% | -29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling