+58.5%
IVV vs UMAC
+549.5%
-491.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +9.3% | -10.0% | -0.8% |
| 7D | +0.5% | +14.7% | -14.2% | +0.2% |
| 30D | -1.0% | -0.5% | -0.5% | -1.1% |
| 3M | +3.9% | +0.5% | +3.3% | +3.4% |
| 6M | +14.5% | +57.9% | -43.4% | +12.0% |
| YTD | +12.9% | +103.9% | -91.0% | +9.6% |
| 1Y | +19.4% | +159.3% | -139.9% | +14.9% |
| All | +58.5% | +549.5% | -491.0% | +48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling