+262.2%
UMC vs IJR
+52.1%
+210.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +2.0% |
| 7D | +9.0% | -2.2% | +11.2% | +10.6% |
| 30D | +17.2% | -4.6% | +21.8% | +21.0% |
| 3M | +11.4% | +0.2% | +11.2% | +11.5% |
| 6M | +137.5% | +14.7% | +122.8% | +120.2% |
| YTD | +193.1% | +18.9% | +174.2% | +165.3% |
| 1Y | +240.3% | +19.9% | +220.4% | +205.9% |
| 3Y | +262.2% | +53.0% | +209.2% | +169.8% |
| All | +262.2% | +52.1% | +210.1% | +169.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling