+83.6%
IRM vs UMAC
+182.0%
-98.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.6% | +3.9% | -0.5% |
| 7D | +6.8% | -5.2% | +12.0% | +7.0% |
| 30D | +2.6% | -36.4% | +39.0% | +4.5% |
| 3M | -9.5% | -58.6% | +49.1% | -6.4% |
| 6M | -8.5% | -24.6% | +16.2% | -8.8% |
| YTD | +40.3% | -11.5% | +51.7% | +37.7% |
| 1Y | +28.7% | +16.9% | +11.8% | +24.7% |
| All | +83.6% | +182.0% | -98.4% | +64.2% |
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