+115.0%
UMC vs IEF
-1.9%
+117.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.5% | -2.6% | -2.5% |
| 7D | -14.7% | +0.9% | -15.6% | -15.4% |
| 30D | -32.9% | +3.1% | -35.9% | -35.7% |
| 3M | -22.2% | -1.4% | -20.8% | -19.8% |
| 6M | +25.9% | -1.6% | +27.5% | +30.1% |
| YTD | +107.9% | -2.1% | +110.0% | +120.6% |
| 1Y | +115.0% | -2.0% | +117.0% | +129.8% |
| All | +115.0% | -1.9% | +117.0% | +129.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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