+11.3%
IVV vs UMAC
+9.5%
+1.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.6% | +6.2% | -0.1% |
| 7D | -0.6% | -13.9% | +13.3% | -0.2% |
| 30D | -3.7% | -39.6% | +35.9% | -2.1% |
| 3M | -2.7% | -53.6% | +50.9% | -0.5% |
| 6M | +2.2% | -6.2% | +8.4% | +1.2% |
| YTD | +10.9% | -1.2% | +12.1% | +7.7% |
| 1Y | +11.3% | +9.7% | +1.6% | +7.0% |
| All | +11.3% | +9.5% | +1.8% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling