+12.2%
IP vs UMAC
+182.0%
-169.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.6% | +6.1% | +1.5% |
| 7D | -0.3% | -5.2% | +4.9% | -0.2% |
| 30D | +7.9% | -36.4% | +44.3% | +8.8% |
| 3M | -15.3% | -58.6% | +43.3% | -14.0% |
| 6M | +10.5% | -24.6% | +35.2% | +10.3% |
| YTD | -9.4% | -11.5% | +2.1% | -10.5% |
| 1Y | -4.6% | +16.9% | -21.5% | -6.6% |
| All | +12.2% | +182.0% | -169.8% | +4.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling