+137.5%
UMC vs IAU
+138.0%
-0.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -1.9% |
| 7D | +11.4% | -3.4% | +14.7% | +12.7% |
| 30D | +16.8% | -1.1% | +17.9% | +17.0% |
| 3M | +19.1% | +5.8% | +13.3% | +16.2% |
| 6M | +137.4% | -16.9% | +154.4% | +151.6% |
| YTD | +186.4% | +0.1% | +186.3% | +185.0% |
| 1Y | +229.1% | +18.4% | +210.7% | +210.0% |
| 3Y | +257.9% | +123.6% | +134.3% | +167.1% |
| 5Y | +137.5% | +138.7% | -1.2% | +64.1% |
| All | +137.5% | +138.0% | -0.4% | +64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling