+117.6%
IAU vs UMAC
+549.5%
-431.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +9.3% | -11.1% | -1.9% |
| 7D | +0.7% | +14.7% | -14.0% | +0.5% |
| 30D | +0.3% | -0.5% | +0.8% | +0.2% |
| 3M | +0.7% | +0.5% | +0.2% | +0.3% |
| 6M | -15.5% | +57.9% | -73.4% | -16.5% |
| YTD | +1.0% | +103.9% | -103.0% | -0.5% |
| 1Y | +19.6% | +159.3% | -139.7% | +17.7% |
| All | +117.6% | +549.5% | -431.9% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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