-82.0%
IRE vs UMAC
+103.3%
-185.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.2% | +9.3% | +0.9% | +4.6% |
| 7D | +58.9% | +14.7% | +44.2% | +46.7% |
| 30D | +17.2% | -0.5% | +17.7% | +11.9% |
| 3M | -58.6% | +0.5% | -59.1% | -59.4% |
| 6M | -23.5% | +57.9% | -81.4% | -59.6% |
| YTD | -47.4% | +103.9% | -151.4% | -77.3% |
| All | -82.0% | +103.3% | -185.3% | -92.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling