-83.2%
IRE vs UMAC
+90.3%
-173.5%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -6.4% | -0.4% | -3.0% |
| 7D | +29.0% | +3.3% | +25.8% | +26.7% |
| 30D | +24.2% | -10.4% | +34.6% | +27.1% |
| 3M | -53.2% | +1.8% | -54.9% | -54.3% |
| 6M | -36.0% | +40.7% | -76.8% | -63.2% |
| YTD | -51.0% | +90.9% | -141.9% | -78.0% |
| All | -83.2% | +90.3% | -173.5% | -93.1% |
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 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