+12.6%
IP vs UMAC
+197.5%
-184.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +10.8% | -10.0% | +0.6% |
| 7D | -5.1% | -23.4% | +18.3% | -4.6% |
| 30D | +8.5% | -45.6% | +54.1% | +9.7% |
| 3M | -13.8% | -50.9% | +37.1% | -12.8% |
| 6M | +5.7% | -16.5% | +22.3% | +5.3% |
| YTD | -9.1% | -6.6% | -2.5% | -10.4% |
| 1Y | -0.8% | +10.7% | -11.5% | -2.8% |
| All | +12.6% | +197.5% | -184.9% | +5.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling