+128.2%
UMC vs IOT
+14.1%
+114.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.1% | +5.2% | +5.0% |
| 7D | +6.6% | +2.8% | +3.8% | +6.9% |
| 30D | +16.6% | -1.8% | +18.3% | +16.4% |
| 3M | +11.0% | +17.9% | -6.9% | +13.9% |
| All | +128.2% | +14.1% | +114.1% | +131.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling