+207.2%
UMC vs IJR
+25.5%
+181.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.2% |
| 7D | +5.0% | -0.2% | +5.1% | +5.1% |
| 30D | +7.7% | -2.4% | +10.1% | +10.3% |
| 3M | +1.7% | +3.9% | -2.3% | -1.1% |
| 6M | +113.9% | +12.4% | +101.5% | +97.8% |
| YTD | +168.9% | +21.5% | +147.4% | +139.0% |
| 1Y | +207.2% | +24.0% | +183.2% | +167.8% |
| All | +207.2% | +25.5% | +181.7% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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