+115.0%
UMC vs IAU
+2.6%
+112.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.7% | -3.7% |
| 7D | -14.7% | -0.3% | -14.4% | -14.5% |
| 30D | -32.9% | -1.9% | -31.0% | -32.2% |
| 3M | -22.2% | -0.4% | -21.7% | -22.5% |
| 6M | +25.9% | -10.1% | +36.0% | +31.3% |
| YTD | +107.9% | -5.9% | +113.8% | +111.7% |
| 1Y | +115.0% | +2.9% | +112.1% | +110.9% |
| All | +115.0% | +2.6% | +112.4% | +110.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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