+38.2%
IWM vs UMC
+145.1%
-106.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.0% | -5.4% | -2.3% |
| 7D | -1.1% | +13.6% | -14.8% | -4.2% |
| 30D | -3.1% | +20.8% | -23.9% | -7.7% |
| 3M | +2.2% | +16.1% | -13.9% | -4.1% |
| 6M | +15.1% | +137.3% | -122.2% | -13.3% |
| YTD | +18.6% | +193.8% | -175.2% | -18.4% |
| 1Y | +24.0% | +236.1% | -212.1% | -18.8% |
| 3Y | +63.7% | +267.1% | -203.4% | +0.7% |
| 5Y | +38.2% | +145.3% | -107.1% | -7.2% |
| All | +38.2% | +145.1% | -106.9% | -7.2% |
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