+265.9%
UMC vs IJR
+979.5%
-713.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -1.6% |
| 7D | +11.4% | -2.3% | +13.7% | +13.9% |
| 30D | +16.8% | -4.7% | +21.5% | +22.3% |
| 3M | +19.1% | +2.1% | +17.0% | +17.1% |
| 6M | +137.4% | +13.9% | +123.6% | +110.5% |
| YTD | +186.4% | +18.2% | +168.1% | +143.4% |
| 1Y | +229.1% | +21.8% | +207.3% | +170.4% |
| 3Y | +257.9% | +52.2% | +205.7% | +125.8% |
| 5Y | +137.5% | +40.1% | +97.4% | +63.2% |
| 10Y | +1,808.2% | +169.7% | +1,638.5% | +454.9% |
| All | +265.9% | +979.5% | -713.6% | -86.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling