-97.6%
IRE vs UMAC
-1.5%
-96.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.8% | -6.6% | -9.2% | -11.3% |
| 7D | -41.9% | -13.9% | -28.0% | -32.4% |
| 30D | -75.1% | -39.6% | -35.5% | -62.2% |
| 3M | -82.4% | -53.6% | -28.8% | -70.4% |
| 6M | -95.5% | -6.2% | -89.3% | -96.1% |
| YTD | -93.1% | -1.2% | -91.9% | -94.9% |
| 1Y | -97.8% | +9.7% | -107.5% | -98.5% |
| All | -97.6% | -1.5% | -96.1% | -98.4% |
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