+87.1%
IRM vs UMAC
+494.0%
-406.9%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.8% |
| 7D | -0.5% | -0.9% | +0.5% | -0.4% |
| 30D | -8.1% | -7.7% | -0.4% | -8.0% |
| 3M | -9.7% | -26.4% | +16.8% | -9.2% |
| 6M | +10.0% | +61.9% | -51.9% | +5.9% |
| YTD | +43.0% | +86.5% | -43.5% | +36.3% |
| 1Y | +32.7% | +156.3% | -123.6% | +24.3% |
| All | +87.1% | +494.0% | -406.9% | +62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling