+36.4%
UPS vs IEMG
+145.8%
-109.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | -2.0% | +1.9% | -3.9% | -3.1% |
| 3M | -6.2% | +1.4% | -7.6% | -7.5% |
| 6M | +2.8% | +15.2% | -12.4% | -6.3% |
| YTD | +5.9% | +23.8% | -17.9% | -7.7% |
| 1Y | +26.2% | +30.7% | -4.4% | +6.4% |
| 3Y | -26.0% | +83.3% | -109.3% | -49.2% |
| 5Y | -34.3% | +48.8% | -83.0% | -49.7% |
| All | +36.4% | +145.8% | -109.4% | -17.8% |
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