+159.0%
UMC vs IOT
+54.1%
+104.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | +9.0% | -4.5% | +13.5% | +9.7% |
| 30D | +17.2% | -2.4% | +19.7% | +17.5% |
| 3M | +11.4% | +19.0% | -7.6% | +6.8% |
| 6M | +137.5% | +19.6% | +117.9% | +125.9% |
| YTD | +193.1% | +8.3% | +184.8% | +181.1% |
| 1Y | +240.3% | -0.8% | +241.1% | +230.5% |
| 3Y | +262.2% | +24.4% | +237.8% | +214.9% |
| All | +159.0% | +54.1% | +104.9% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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