+262.2%
UMC vs IEF
+9.0%
+253.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +9.0% | -1.3% | +10.3% | +9.5% |
| 30D | +17.2% | -1.7% | +19.0% | +17.9% |
| 3M | +11.4% | -2.5% | +13.9% | +12.3% |
| 6M | +137.5% | -3.3% | +140.8% | +139.5% |
| YTD | +193.1% | -2.8% | +195.9% | +195.6% |
| 1Y | +240.3% | -2.7% | +243.0% | +243.3% |
| 3Y | +262.2% | +8.9% | +253.3% | +244.6% |
| All | +262.2% | +9.0% | +253.2% | +244.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling