+209.4%
IEFA vs UMC
+2,049.7%
-1,840.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.5% |
| 7D | -2.4% | +11.4% | -13.8% | -4.3% |
| 30D | -2.1% | +16.8% | -18.9% | -4.9% |
| 3M | +5.5% | +19.1% | -13.6% | +0.7% |
| 6M | +8.1% | +137.4% | -129.3% | -10.2% |
| YTD | +11.9% | +186.4% | -174.5% | -11.2% |
| 1Y | +18.1% | +229.1% | -211.0% | -9.0% |
| 3Y | +65.5% | +257.9% | -192.4% | +23.7% |
| 5Y | +50.1% | +137.5% | -87.5% | +17.8% |
| 10Y | +144.2% | +1,808.2% | -1,663.9% | +21.8% |
| All | +209.4% | +2,049.7% | -1,840.3% | +47.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling