-97.2%
IRE vs UMAC
+5.5%
-102.7%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +13.3% | -15.8% | -11.5% |
| 7D | -15.5% | -5.5% | -10.0% | -7.9% |
| 30D | -70.4% | -35.3% | -35.1% | -57.4% |
| 3M | -81.6% | -48.4% | -33.2% | -71.5% |
| 6M | -94.7% | +0.4% | -95.1% | -95.6% |
| YTD | -91.8% | +5.8% | -97.6% | -94.2% |
| 1Y | -97.6% | +27.3% | -124.9% | -98.6% |
| All | -97.2% | +5.5% | -102.7% | -98.2% |
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 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