+115.0%
UMC vs IAG
+56.5%
+58.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +10.2% | -12.3% | -4.7% |
| 7D | -14.7% | +1.1% | -15.8% | -15.0% |
| 30D | -32.9% | -5.3% | -27.6% | -32.1% |
| 3M | -22.2% | +18.0% | -40.2% | -26.5% |
| 6M | +25.9% | +7.1% | +18.8% | +21.0% |
| YTD | +107.9% | +5.9% | +102.0% | +94.4% |
| 1Y | +115.0% | +59.4% | +55.6% | +91.4% |
| All | +115.0% | +56.5% | +58.5% | +91.4% |
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 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