+757.4%
UMAC vs IAG
+745.0%
+12.5%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -1.8% | +11.2% | +10.0% |
| 7D | +14.7% | +4.3% | +10.5% | +12.8% |
| 30D | -0.5% | +9.8% | -10.3% | -4.8% |
| 3M | +0.5% | +28.9% | -28.4% | -9.8% |
| 6M | +57.9% | -7.6% | +65.5% | +57.7% |
| YTD | +103.9% | +22.0% | +82.0% | +89.2% |
| 1Y | +159.3% | +99.5% | +59.8% | +117.1% |
| All | +757.4% | +745.0% | +12.5% | +282.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling