+228.4%
UNH vs IEMG
+145.8%
+82.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.9% |
| 7D | -4.5% | -1.3% | -3.3% | -4.0% |
| 30D | -6.5% | +1.9% | -8.4% | -7.4% |
| 3M | -6.0% | +1.4% | -7.4% | -7.2% |
| 6M | +33.7% | +15.2% | +18.5% | +22.6% |
| YTD | +16.4% | +23.8% | -7.4% | +2.5% |
| 1Y | +10.1% | +30.7% | -20.6% | -5.8% |
| 3Y | -16.3% | +83.3% | -99.6% | -41.4% |
| 5Y | +2.1% | +48.8% | -46.7% | -19.5% |
| All | +228.4% | +145.8% | +82.6% | +86.2% |
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