+631.1%
IYR vs UMC
+292.9%
+338.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.0% | -5.1% | -1.9% |
| 7D | -0.9% | +13.6% | -14.5% | -3.3% |
| 30D | -2.4% | +20.8% | -23.1% | -5.9% |
| 3M | -2.0% | +16.1% | -18.2% | -6.7% |
| 6M | +2.5% | +137.3% | -134.8% | -16.1% |
| YTD | +8.3% | +193.8% | -185.4% | -15.9% |
| 1Y | +6.5% | +236.1% | -229.6% | -19.7% |
| 3Y | +29.3% | +267.1% | -237.8% | -5.9% |
| 5Y | +5.7% | +145.3% | -139.6% | -18.6% |
| 10Y | +69.2% | +1,857.3% | -1,788.1% | -21.8% |
| All | +631.1% | +292.9% | +338.3% | +208.8% |
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 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