+16.4%
IGV vs UMAC
+473.8%
-457.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +0.4% |
| 7D | -2.9% | -3.4% | +0.5% | -2.8% |
| 30D | -1.5% | -15.1% | +13.6% | -1.1% |
| 3M | +11.7% | -10.8% | +22.4% | +11.5% |
| 6M | +18.4% | +15.7% | +2.8% | +16.0% |
| YTD | -3.9% | +80.1% | -84.1% | -7.5% |
| 1Y | -9.7% | +116.7% | -126.4% | -13.8% |
| All | +16.4% | +473.8% | -457.3% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling