+159.6%
UMC vs IOT
+55.2%
+104.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.7% | +7.7% | +4.6% |
| 7D | +13.6% | +5.1% | +8.6% | +12.7% |
| 30D | +20.8% | -3.0% | +23.8% | +21.1% |
| 3M | +16.1% | +15.0% | +1.2% | +12.1% |
| 6M | +137.3% | +13.1% | +124.2% | +128.0% |
| YTD | +193.8% | +9.0% | +184.7% | +181.4% |
| 1Y | +236.1% | +0.1% | +236.0% | +225.9% |
| 3Y | +267.1% | +26.4% | +240.7% | +218.2% |
| All | +159.6% | +55.2% | +104.4% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling