+539.5%
UNP vs IEMG
+142.6%
+397.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.0% |
| 7D | -1.7% | +1.6% | -3.3% | -2.6% |
| 30D | -2.1% | +4.6% | -6.8% | -4.7% |
| 3M | +5.4% | +4.8% | +0.6% | +1.6% |
| 6M | +13.4% | +16.8% | -3.4% | +1.0% |
| YTD | +25.0% | +24.8% | +0.1% | +6.4% |
| 1Y | +34.6% | +34.3% | +0.3% | +9.0% |
| 3Y | +43.6% | +87.0% | -43.3% | -7.3% |
| 5Y | +51.7% | +49.9% | +1.8% | +11.9% |
| 10Y | +282.5% | +144.8% | +137.7% | +97.8% |
| All | +539.5% | +142.6% | +397.0% | +222.0% |
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