+84.4%
IRM vs UMAC
+473.8%
-389.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.5% | +4.5% | +2.1% |
| 7D | -1.4% | -3.4% | +2.0% | -1.3% |
| 30D | -7.4% | -15.1% | +7.7% | -7.0% |
| 3M | -7.4% | -10.8% | +3.4% | -7.5% |
| 6M | +8.7% | +15.7% | -7.0% | +6.0% |
| YTD | +40.9% | +80.1% | -39.2% | +34.5% |
| 1Y | +20.5% | +116.7% | -96.2% | +13.5% |
| All | +84.4% | +473.8% | -389.3% | +60.3% |
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