+207.2%
UMC vs IAG
+119.5%
+87.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +5.1% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | +7.7% | +28.9% | -21.2% | +0.6% |
| 3M | +1.7% | +19.1% | -17.5% | -3.9% |
| 6M | +113.9% | -10.3% | +124.2% | +112.3% |
| YTD | +168.9% | +24.2% | +144.7% | +146.3% |
| 1Y | +207.2% | +116.5% | +90.7% | +166.7% |
| All | +207.2% | +119.5% | +87.7% | +166.7% |
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