+137.5%
UMC vs IAG
+796.9%
-659.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -2.3% |
| 7D | +11.4% | -4.1% | +15.4% | +11.9% |
| 30D | +16.8% | +10.6% | +6.2% | +15.2% |
| 3M | +19.1% | +35.4% | -16.3% | +14.2% |
| 6M | +137.4% | -9.5% | +147.0% | +137.0% |
| YTD | +186.4% | +21.8% | +164.5% | +176.6% |
| 1Y | +229.1% | +84.1% | +144.9% | +205.4% |
| 3Y | +257.9% | +817.4% | -559.5% | +177.0% |
| 5Y | +137.5% | +830.1% | -692.6% | +79.7% |
| All | +137.5% | +796.9% | -659.3% | +79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling