+253.9%
UMC vs IAG
+796.9%
-543.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.2% |
| 7D | +11.4% | -4.1% | +15.4% | +12.0% |
| 30D | +16.8% | +10.6% | +6.2% | +15.0% |
| 3M | +19.1% | +35.4% | -16.3% | +13.6% |
| 6M | +137.4% | -9.5% | +147.0% | +136.1% |
| YTD | +186.4% | +21.8% | +164.5% | +175.7% |
| 1Y | +229.1% | +84.1% | +144.9% | +206.1% |
| All | +253.9% | +796.9% | -543.0% | +183.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling