-2.7%
IEF vs UMAC
+129.0%
-131.8%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.5% | +2.3% | -0.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.3% |
| 30D | -1.7% | -15.1% | +13.3% | -1.7% |
| 3M | -2.5% | -10.8% | +8.2% | -2.5% |
| 6M | -3.3% | +15.7% | -18.9% | -3.2% |
| YTD | -2.8% | +80.1% | -83.0% | -2.4% |
| 1Y | -2.7% | +116.7% | -119.4% | -2.6% |
| All | -2.7% | +129.0% | -131.8% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling