+129.1%
UMC vs IP
+203.6%
-74.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -17.0% | -5.1% | -11.9% | -14.9% |
| 30D | -40.6% | +8.5% | -49.1% | -42.8% |
| 3M | -27.9% | -13.8% | -14.0% | -23.8% |
| 6M | -7.5% | +5.7% | -13.2% | -11.6% |
| YTD | +79.3% | -9.1% | +88.4% | +78.6% |
| 1Y | +92.8% | -0.8% | +93.6% | +84.0% |
| 3Y | +108.2% | +14.8% | +93.4% | +72.8% |
| 5Y | +68.4% | -11.5% | +80.0% | +55.8% |
| 10Y | +1,107.7% | +27.9% | +1,079.8% | +729.4% |
| All | +129.1% | +203.6% | -74.5% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling