+66.0%
IWM vs UMC
+252.5%
-186.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.5% | -1.3% |
| 7D | +1.4% | +6.6% | -5.2% | +0.3% |
| 30D | -2.3% | +16.6% | -18.8% | -4.9% |
| 3M | +4.0% | +11.0% | -7.1% | +0.2% |
| 6M | +17.9% | +131.3% | -113.4% | -3.6% |
| YTD | +20.2% | +182.5% | -162.3% | -8.5% |
| 1Y | +25.0% | +222.3% | -197.3% | -8.8% |
| 3Y | +66.0% | +253.0% | -187.0% | +10.7% |
| All | +66.0% | +252.5% | -186.5% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling