+23.0%
IYR vs UMAC
+488.3%
-465.3%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.3% | -0.9% |
| 7D | -2.8% | -4.0% | +1.2% | -2.8% |
| 30D | -2.5% | -9.4% | +6.9% | -2.5% |
| 3M | -3.0% | +3.0% | -5.9% | -3.2% |
| 6M | +1.6% | +27.2% | -25.6% | +0.4% |
| YTD | +7.3% | +84.7% | -77.4% | +5.0% |
| 1Y | +5.6% | +136.5% | -130.9% | +2.5% |
| All | +23.0% | +488.3% | -465.3% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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