+7.9%
UMAC vs IAG
+56.5%
-48.7%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.9% | +10.2% | -21.1% | -17.2% |
| 7D | -26.0% | +1.1% | -27.1% | -27.3% |
| 30D | -40.3% | -5.3% | -35.1% | -38.9% |
| 3M | -51.1% | +18.0% | -69.2% | -58.6% |
| 6M | -5.6% | +7.1% | -12.8% | -12.7% |
| YTD | +2.3% | +5.9% | -3.7% | -9.9% |
| 1Y | +7.9% | +59.4% | -51.5% | -28.5% |
| All | +7.9% | +56.5% | -48.7% | -28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling