+643.1%
IWM vs UMC
+166.6%
+476.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.2% |
| 7D | +1.4% | +11.2% | -9.8% | -1.2% |
| 30D | +2.3% | -28.0% | +30.3% | +10.0% |
| 3M | -8.3% | -20.5% | +12.2% | -4.4% |
| 6M | -1.3% | -1.6% | +0.2% | -4.8% |
| YTD | +13.5% | +99.4% | -85.9% | -10.0% |
| 1Y | +18.4% | +120.4% | -102.0% | -8.5% |
| 3Y | +69.6% | +134.2% | -64.6% | +26.8% |
| 5Y | +23.3% | +78.8% | -55.6% | -3.3% |
| 10Y | +147.0% | +1,280.4% | -1,133.4% | +7.7% |
| All | +643.1% | +166.6% | +476.5% | +210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling