+804.5%
UMC vs IAG
+377.5%
+427.0%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +4.8% |
| 7D | +5.0% | -0.5% | +5.5% | +4.9% |
| 30D | +7.7% | +28.9% | -21.2% | +4.1% |
| 3M | +1.7% | +19.1% | -17.5% | -1.0% |
| 6M | +113.9% | -10.3% | +124.2% | +114.7% |
| YTD | +168.9% | +24.2% | +144.7% | +159.0% |
| 1Y | +207.2% | +116.5% | +90.7% | +176.3% |
| 3Y | +227.7% | +742.8% | -515.1% | +142.7% |
| 5Y | +118.0% | +753.3% | -635.3% | +54.4% |
| 10Y | +1,682.1% | +403.2% | +1,278.9% | +1,112.8% |
| All | +804.5% | +377.5% | +427.0% | +347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling