+38.0%
IGV vs UMC
+252.9%
-214.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -5.4% | +11.4% | -16.8% | -6.9% |
| 30D | -2.6% | +16.8% | -19.4% | -5.0% |
| 3M | +10.5% | +19.1% | -8.6% | +4.5% |
| 6M | +18.2% | +137.4% | -119.3% | -5.5% |
| YTD | -4.2% | +186.4% | -190.6% | -29.2% |
| 1Y | -9.8% | +229.1% | -238.9% | -36.5% |
| All | +38.0% | +252.9% | -214.9% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling