+134.2%
UMC vs IP
+18.8%
+115.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -2.5% |
| 7D | +11.2% | -0.3% | +11.5% | +11.2% |
| 30D | -28.0% | +7.9% | -36.0% | -28.7% |
| 3M | -20.5% | -15.3% | -5.2% | -19.0% |
| 6M | -1.6% | +10.5% | -12.1% | -3.6% |
| YTD | +99.4% | -9.4% | +108.8% | +98.3% |
| 1Y | +120.4% | -4.6% | +125.0% | +117.4% |
| 3Y | +134.2% | +21.2% | +113.0% | +125.9% |
| All | +134.2% | +18.8% | +115.4% | +125.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling