+144.1%
UMC vs INDA
+5.7%
+138.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +1.4% |
| 7D | +9.0% | -2.7% | +11.7% | +11.7% |
| 30D | +17.2% | -2.8% | +20.0% | +20.2% |
| 3M | +11.4% | +1.6% | +9.8% | +9.9% |
| 6M | +137.5% | -1.4% | +138.9% | +141.4% |
| YTD | +193.1% | -10.1% | +203.2% | +222.7% |
| 1Y | +240.3% | -8.8% | +249.1% | +268.0% |
| 3Y | +262.2% | +7.6% | +254.6% | +219.1% |
| All | +144.1% | +5.7% | +138.5% | +112.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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