+66.9%
IYR vs UMC
+1,863.6%
-1,796.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.4% | -1.6% | +0.5% |
| 7D | -1.4% | +9.0% | -10.4% | -2.3% |
| 30D | -2.7% | +17.2% | -19.9% | -4.5% |
| 3M | -2.1% | +11.4% | -13.5% | -4.6% |
| 6M | +3.6% | +137.5% | -133.9% | -9.5% |
| YTD | +8.1% | +193.1% | -185.0% | -9.1% |
| 1Y | +4.7% | +240.3% | -235.6% | -14.1% |
| 3Y | +29.1% | +262.2% | -233.1% | +3.6% |
| 5Y | +6.9% | +143.1% | -136.2% | -11.7% |
| All | +66.9% | +1,863.6% | -1,796.6% | +0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling