+166.4%
IWM vs UMC
+1,863.6%
-1,697.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -1.9% | -0.1% |
| 7D | -2.4% | +9.0% | -11.4% | -4.4% |
| 30D | -4.6% | +17.2% | -21.8% | -8.2% |
| 3M | -0.3% | +11.4% | -11.7% | -4.7% |
| 6M | +14.7% | +137.5% | -122.8% | -10.0% |
| YTD | +17.8% | +193.1% | -175.3% | -13.7% |
| 1Y | +21.2% | +240.3% | -219.1% | -14.8% |
| 3Y | +62.3% | +262.2% | -199.9% | +10.3% |
| 5Y | +38.7% | +143.1% | -104.4% | +0.6% |
| All | +166.4% | +1,863.6% | -1,697.2% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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