+50.4%
IEFA vs UMC
+143.5%
-93.1%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.4% | -1.3% | +0.6% |
| 7D | -1.6% | +9.0% | -10.6% | -3.2% |
| 30D | -1.5% | +17.2% | -18.7% | -4.6% |
| 3M | +3.4% | +11.4% | -8.0% | -0.6% |
| 6M | +9.5% | +137.5% | -128.0% | -12.3% |
| YTD | +13.0% | +193.1% | -180.1% | -15.3% |
| 1Y | +18.0% | +240.3% | -222.3% | -15.4% |
| 3Y | +65.4% | +262.2% | -196.8% | +13.6% |
| All | +50.4% | +143.5% | -93.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 5y: compounded portfolio wealth divided by compounded UMC 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…
5y analysis · Full analysis span regression · 6 months rolling