+121.7%
UMC vs IP
-4.7%
+126.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.3% | +8.3% | +7.0% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | -28.7% | +9.2% | -37.9% | -29.1% |
| 3M | -15.1% | -16.1% | +1.0% | -13.7% |
| 6M | +5.0% | +9.6% | -4.6% | +2.6% |
| YTD | +108.2% | -8.8% | +117.0% | +105.4% |
| 1Y | +121.7% | -5.5% | +127.2% | +119.5% |
| All | +121.7% | -4.7% | +126.5% | +119.5% |
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