+134.9%
IVZ vs UMAC
+549.5%
-414.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.3% | -11.6% | -2.5% |
| 7D | +1.1% | +14.7% | -13.6% | +0.6% |
| 30D | +3.1% | -0.5% | +3.6% | +2.9% |
| 3M | +18.2% | +0.5% | +17.7% | +17.4% |
| 6M | +38.6% | +57.9% | -19.3% | +34.6% |
| YTD | +25.9% | +103.9% | -78.0% | +20.8% |
| 1Y | +51.7% | +159.3% | -107.6% | +44.0% |
| All | +134.9% | +549.5% | -414.6% | +113.9% |
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