+144.1%
UMC vs IJR
+39.9%
+104.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.8% | +1.9% |
| 7D | +9.0% | -2.2% | +11.2% | +11.0% |
| 30D | +17.2% | -4.6% | +21.8% | +21.9% |
| 3M | +11.4% | +0.2% | +11.2% | +11.5% |
| 6M | +137.5% | +14.7% | +122.8% | +114.3% |
| YTD | +193.1% | +18.9% | +174.2% | +155.8% |
| 1Y | +240.3% | +19.9% | +220.4% | +194.2% |
| 3Y | +262.2% | +53.0% | +209.2% | +141.4% |
| All | +144.1% | +39.9% | +104.2% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling