+1,525.2%
UMC vs INDA
+109.8%
+1,415.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.9% | +4.8% | +4.4% |
| 7D | +13.6% | -2.6% | +16.2% | +15.0% |
| 30D | +20.8% | -2.9% | +23.7% | +22.4% |
| 3M | +16.1% | +2.4% | +13.8% | +15.0% |
| 6M | +137.3% | -2.6% | +139.9% | +140.9% |
| YTD | +193.8% | -10.0% | +203.7% | +208.9% |
| 1Y | +236.1% | -7.7% | +243.8% | +248.8% |
| 3Y | +267.1% | +8.9% | +258.2% | +252.8% |
| 5Y | +145.3% | +6.0% | +139.3% | +139.8% |
| 10Y | +1,857.3% | +84.4% | +1,772.9% | +1,425.8% |
| All | +1,525.2% | +109.8% | +1,415.4% | +1,079.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling