+48.9%
IVZ vs UMAC
+141.5%
-92.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -6.4% | +5.6% | -0.3% |
| 7D | +1.2% | +3.3% | -2.1% | +0.9% |
| 30D | +1.8% | -10.4% | +12.2% | +2.1% |
| 3M | +15.7% | +1.8% | +14.0% | +14.1% |
| 6M | +36.3% | +40.7% | -4.4% | +29.8% |
| YTD | +24.9% | +90.9% | -66.0% | +14.2% |
| 1Y | +48.9% | +151.8% | -102.8% | +37.7% |
| All | +48.9% | +141.5% | -92.6% | +37.7% |
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 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