+17.7%
IGV vs UMAC
+549.5%
-531.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +9.3% | -11.2% | -2.2% |
| 7D | -3.3% | +14.7% | -18.0% | -3.8% |
| 30D | 0.0% | -0.5% | +0.5% | -0.2% |
| 3M | +7.3% | +0.5% | +6.8% | +6.7% |
| 6M | +16.7% | +57.9% | -41.2% | +13.2% |
| YTD | -2.8% | +103.9% | -106.8% | -6.9% |
| 1Y | -6.7% | +159.3% | -166.0% | -11.5% |
| All | +17.7% | +549.5% | -531.8% | +6.0% |
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