+1,198.4%
UMC vs IP
+31.6%
+1,166.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.9% | +4.6% | +6.8% |
| 7D | -9.2% | -3.0% | -6.1% | -8.3% |
| 30D | -35.1% | +10.6% | -45.8% | -36.8% |
| 3M | -20.5% | -13.6% | -6.9% | -17.8% |
| 6M | -1.7% | +10.4% | -12.2% | -5.3% |
| YTD | +92.8% | -6.5% | +99.3% | +91.4% |
| 1Y | +104.5% | -2.1% | +106.6% | +100.1% |
| 3Y | +129.8% | +22.0% | +107.8% | +101.0% |
| 5Y | +74.0% | -9.7% | +83.7% | +64.6% |
| 10Y | +1,198.4% | +26.8% | +1,171.6% | +989.8% |
| All | +1,198.4% | +31.6% | +1,166.8% | +989.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling