+13.0%
IP vs UMAC
+216.2%
-203.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -2.8% | -2.9% | +0.1% | -2.8% |
| 30D | +9.2% | -35.6% | +44.8% | +10.0% |
| 3M | -16.1% | -51.3% | +35.2% | -15.1% |
| 6M | +9.6% | -17.5% | +27.1% | +9.1% |
| YTD | -8.8% | -0.7% | -8.1% | -10.2% |
| 1Y | -5.5% | +16.5% | -22.0% | -7.5% |
| All | +13.0% | +216.2% | -203.3% | +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