-98.0%
IRE vs UMAC
-11.7%
-86.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -4.6% | -9.7% | -11.2% |
| 7D | -31.8% | -5.2% | -26.6% | -29.1% |
| 30D | -71.8% | -36.4% | -35.4% | -58.2% |
| 3M | -88.9% | -58.6% | -30.3% | -79.7% |
| 6M | -95.4% | -24.6% | -70.7% | -95.0% |
| YTD | -94.2% | -11.5% | -82.8% | -95.4% |
| 1Y | -97.1% | +16.9% | -114.0% | -98.1% |
| All | -98.0% | -11.7% | -86.3% | -98.6% |
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