+21.2%
IGV vs UMC
+134.9%
-113.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | -5.4% | +11.4% | -16.8% | -8.3% |
| 30D | -2.6% | +16.8% | -19.4% | -7.0% |
| 3M | +10.5% | +19.1% | -8.6% | +0.8% |
| 6M | +18.2% | +137.4% | -119.3% | -17.4% |
| YTD | -4.2% | +186.4% | -190.6% | -39.9% |
| 1Y | -9.8% | +229.1% | -238.9% | -46.9% |
| 3Y | +39.1% | +257.9% | -218.8% | -24.6% |
| 5Y | +21.2% | +137.5% | -116.3% | -25.1% |
| All | +21.2% | +134.9% | -113.6% | -25.1% |
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