+1,842.6%
UMC vs IJH
+184.0%
+1,658.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.7% |
| 7D | +9.0% | -1.9% | +10.9% | +10.5% |
| 30D | +17.2% | -4.6% | +21.9% | +21.5% |
| 3M | +11.4% | -1.2% | +12.6% | +12.8% |
| 6M | +137.5% | +9.4% | +128.1% | +124.2% |
| YTD | +193.1% | +13.3% | +179.8% | +169.0% |
| 1Y | +240.3% | +13.4% | +226.9% | +212.0% |
| 3Y | +262.2% | +50.4% | +211.8% | +166.0% |
| 5Y | +143.1% | +49.0% | +94.2% | +81.4% |
| All | +1,842.6% | +184.0% | +1,658.5% | +980.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling