+207.2%
UMC vs IP
-18.9%
+226.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | +5.0% | -5.3% | +10.2% | +5.3% |
| 30D | +7.7% | -10.9% | +18.5% | +8.6% |
| 3M | +1.7% | +11.2% | -9.5% | -0.5% |
| 6M | +113.9% | -10.2% | +124.1% | +106.0% |
| YTD | +168.9% | -2.0% | +170.9% | +162.5% |
| 1Y | +207.2% | -19.1% | +226.3% | +201.7% |
| All | +207.2% | -18.9% | +226.1% | +201.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 1y: compounded portfolio wealth divided by compounded IP 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…
1y analysis · Full analysis span regression · 6 months rolling