+274.5%
UMC vs IJH
+897.2%
-622.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.5% |
| 7D | +9.0% | -1.9% | +10.9% | +11.3% |
| 30D | +17.2% | -4.6% | +21.9% | +23.5% |
| 3M | +11.4% | -1.2% | +12.6% | +13.4% |
| 6M | +137.5% | +9.4% | +128.1% | +116.9% |
| YTD | +193.1% | +13.3% | +179.8% | +156.1% |
| 1Y | +240.3% | +13.4% | +226.9% | +196.5% |
| 3Y | +262.2% | +50.4% | +211.8% | +121.3% |
| 5Y | +143.1% | +49.0% | +94.2% | +50.6% |
| 10Y | +1,853.0% | +182.6% | +1,670.4% | +377.3% |
| All | +274.5% | +897.2% | -622.7% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling