+52.0%
IWM vs UMAC
+549.5%
-497.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.8% | -0.8% |
| 7D | +1.4% | +14.7% | -13.3% | +0.9% |
| 30D | -2.3% | -0.5% | -1.8% | -2.5% |
| 3M | +4.0% | +0.5% | +3.5% | +3.2% |
| 6M | +17.9% | +57.9% | -40.0% | +13.9% |
| YTD | +20.2% | +103.9% | -83.7% | +14.6% |
| 1Y | +25.0% | +159.3% | -134.3% | +17.7% |
| All | +52.0% | +549.5% | -497.5% | +33.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling