+124.5%
UPS vs IEMG
+142.6%
-18.1%
-57.9%
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 | -3.7% | +1.6% | -5.3% | -4.5% |
| 30D | -3.7% | +4.6% | -8.4% | -6.1% |
| 3M | -6.6% | +4.8% | -11.4% | -9.3% |
| 6M | +2.6% | +16.8% | -14.3% | -6.7% |
| YTD | +4.8% | +24.8% | -20.1% | -8.3% |
| 1Y | +25.3% | +34.3% | -9.0% | +5.1% |
| 3Y | -26.9% | +87.0% | -113.8% | -49.1% |
| 5Y | -33.5% | +49.9% | -83.4% | -48.4% |
| 10Y | +36.1% | +144.8% | -108.7% | -19.4% |
| All | +124.5% | +142.6% | -18.1% | +30.2% |
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 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