+115.0%
UMC vs IJH
+17.8%
+97.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.9% |
| 7D | -14.7% | +1.7% | -16.4% | -16.5% |
| 30D | -32.9% | +1.2% | -34.1% | -33.9% |
| 3M | -22.2% | -3.4% | -18.7% | -18.6% |
| 6M | +25.9% | +3.7% | +22.2% | +23.8% |
| YTD | +107.9% | +13.9% | +94.0% | +93.6% |
| 1Y | +115.0% | +17.4% | +97.6% | +95.2% |
| All | +115.0% | +17.8% | +97.2% | +95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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