+23.7%
IWM vs UMC
+82.2%
-58.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.3% | -1.2% |
| 7D | +2.8% | +17.8% | -15.0% | -1.2% |
| 30D | +0.6% | -29.6% | +30.2% | +8.5% |
| 3M | -7.8% | -18.4% | +10.6% | -4.7% |
| 6M | -1.0% | -0.1% | -0.8% | -6.3% |
| YTD | +13.9% | +104.0% | -90.2% | -16.0% |
| 1Y | +15.4% | +121.5% | -106.1% | -17.3% |
| 3Y | +70.2% | +135.0% | -64.8% | +15.6% |
| 5Y | +23.7% | +83.0% | -59.3% | -12.6% |
| All | +23.7% | +82.2% | -58.5% | -12.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling