-83.7%
IRE vs UMAC
+85.9%
-169.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -3.1% | +17.0% | +15.8% |
| 7D | +54.8% | -0.9% | +55.7% | +55.6% |
| 30D | +18.4% | -7.7% | +26.0% | +18.5% |
| 3M | -66.7% | -26.4% | -40.3% | -61.2% |
| 6M | -52.3% | +61.9% | -114.2% | -77.1% |
| YTD | -52.3% | +86.5% | -138.8% | -78.3% |
| All | -83.7% | +85.9% | -169.6% | -93.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling