+54.0%
UNP vs IEMG
+48.5%
+5.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.4% |
| 30D | -2.7% | +1.9% | -4.6% | -3.4% |
| 3M | +6.5% | +1.4% | +5.1% | +5.5% |
| 6M | +14.4% | +15.2% | -0.8% | +6.6% |
| YTD | +24.8% | +23.8% | +1.0% | +12.3% |
| 1Y | +34.4% | +30.7% | +3.8% | +17.7% |
| 3Y | +43.6% | +83.3% | -39.7% | +5.9% |
| All | +54.0% | +48.5% | +5.4% | +20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling