+657.4%
UMAC vs IAG
+751.3%
-93.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.8% |
| 7D | -3.4% | -1.1% | -2.3% | -3.1% |
| 30D | -15.1% | +12.1% | -27.2% | -19.5% |
| 3M | -10.8% | +25.5% | -36.3% | -19.4% |
| 6M | +15.7% | -7.1% | +22.8% | +15.2% |
| YTD | +80.1% | +22.9% | +57.3% | +66.6% |
| 1Y | +116.7% | +83.3% | +33.4% | +84.0% |
| All | +657.4% | +751.3% | -93.8% | +236.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling