+673.1%
UMC vs IEF
+128.5%
+544.6%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.6% |
| 7D | +13.6% | -0.3% | +13.9% | +13.2% |
| 30D | +20.8% | -0.6% | +21.3% | +20.0% |
| 3M | +16.1% | -1.0% | +17.1% | +14.6% |
| 6M | +137.3% | -3.1% | +140.4% | +127.4% |
| YTD | +193.8% | -1.9% | +195.6% | +186.1% |
| 1Y | +236.1% | -1.4% | +237.4% | +229.8% |
| 3Y | +267.1% | +9.8% | +257.3% | +311.2% |
| 5Y | +145.3% | -8.8% | +154.1% | +100.0% |
| 10Y | +1,857.3% | +4.7% | +1,852.7% | +1,958.7% |
| All | +673.1% | +128.5% | +544.6% | +7,661.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling