+137.3%
UMC vs IEF
-2.7%
+140.0%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.8% |
| 7D | +13.6% | -0.3% | +13.9% | +14.5% |
| 30D | +20.8% | -0.6% | +21.3% | +22.4% |
| 3M | +16.1% | -1.0% | +17.1% | +19.2% |
| 6M | +137.3% | -3.1% | +140.4% | +158.7% |
| All | +137.3% | -2.7% | +140.0% | +158.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling