+144.1%
UMC vs IJH
+48.0%
+96.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.6% |
| 7D | +9.0% | -1.9% | +10.9% | +11.0% |
| 30D | +17.2% | -4.6% | +21.9% | +22.7% |
| 3M | +11.4% | -1.2% | +12.6% | +13.1% |
| 6M | +137.5% | +9.4% | +128.1% | +120.7% |
| YTD | +193.1% | +13.3% | +179.8% | +162.7% |
| 1Y | +240.3% | +13.4% | +226.9% | +204.4% |
| 3Y | +262.2% | +50.4% | +211.8% | +136.1% |
| All | +144.1% | +48.0% | +96.2% | +59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling