+21.4%
IP vs UMAC
+494.0%
-472.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.1% | +5.3% | +2.3% |
| 7D | -5.3% | -0.9% | -4.3% | -5.3% |
| 30D | -10.9% | -7.7% | -3.2% | -10.8% |
| 3M | +11.2% | -26.4% | +37.6% | +11.5% |
| 6M | -10.2% | +61.9% | -72.1% | -12.0% |
| YTD | -2.0% | +86.5% | -88.5% | -4.5% |
| 1Y | -19.1% | +156.3% | -175.4% | -22.1% |
| All | +21.4% | +494.0% | -472.6% | +11.9% |
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 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