+29.0%
UPS vs IEMG
+38.7%
-9.7%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.8% | -1.7% |
| 7D | -2.9% | +2.2% | -5.1% | -3.6% |
| 30D | -3.5% | +4.6% | -8.1% | -5.0% |
| 3M | -5.7% | +0.4% | -6.1% | -6.5% |
| 6M | -4.4% | +16.4% | -20.7% | -10.6% |
| YTD | +8.0% | +25.4% | -17.4% | -1.8% |
| 1Y | +29.0% | +38.3% | -9.2% | +12.0% |
| All | +29.0% | +38.7% | -9.7% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling