+14.5%
IP vs UMAC
+214.8%
-200.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.6% | +5.5% | -1.0% |
| 7D | 0.0% | -13.9% | +13.9% | +0.3% |
| 30D | +9.4% | -39.6% | +48.9% | +10.4% |
| 3M | -14.1% | -53.6% | +39.6% | -12.9% |
| 6M | +9.2% | -6.2% | +15.4% | +8.5% |
| YTD | -7.5% | -1.2% | -6.4% | -8.9% |
| 1Y | -2.8% | +9.7% | -12.5% | -4.7% |
| All | +14.5% | +214.8% | -200.2% | +6.8% |
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