+124.3%
UMC vs IP
+20.8%
+103.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | -8.3% | 0.0% | -8.3% | -8.2% |
| 30D | -34.5% | +9.4% | -43.9% | -35.2% |
| 3M | -20.0% | -14.1% | -5.9% | -18.6% |
| 6M | -0.7% | +9.2% | -9.9% | -2.7% |
| YTD | +94.7% | -7.5% | +102.3% | +93.2% |
| 1Y | +106.0% | -2.8% | +108.8% | +102.7% |
| 3Y | +124.3% | +21.2% | +103.0% | +113.2% |
| All | +124.3% | +20.8% | +103.5% | +113.2% |
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