+240.3%
UMC vs IAG
+86.2%
+154.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.5% | +2.2% |
| 7D | +9.0% | -1.1% | +10.1% | +9.3% |
| 30D | +17.2% | +12.1% | +5.1% | +13.6% |
| 3M | +11.4% | +25.5% | -14.1% | +3.7% |
| 6M | +137.5% | -7.1% | +144.6% | +134.2% |
| YTD | +193.1% | +22.9% | +170.2% | +167.2% |
| 1Y | +240.3% | +83.3% | +157.0% | +179.6% |
| All | +240.3% | +86.2% | +154.1% | +179.6% |
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