+120.4%
UMC vs IP
-5.8%
+126.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.4% |
| 7D | +11.2% | -0.3% | +11.5% | +11.2% |
| 30D | -28.0% | +7.9% | -36.0% | -28.4% |
| 3M | -20.5% | -15.3% | -5.2% | -19.3% |
| 6M | -1.6% | +10.5% | -12.1% | -3.7% |
| YTD | +99.4% | -9.4% | +108.8% | +97.3% |
| 1Y | +120.4% | -4.6% | +125.0% | +119.6% |
| All | +120.4% | -5.8% | +126.3% | +119.6% |
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