+207.2%
UMC vs IR
-1.2%
+208.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.5% |
| 7D | +5.0% | -2.8% | +7.8% | +5.2% |
| 30D | +7.7% | -15.1% | +22.8% | +9.3% |
| 3M | +1.7% | +6.1% | -4.4% | +0.7% |
| 6M | +113.9% | -16.8% | +130.7% | +108.9% |
| YTD | +168.9% | -3.5% | +172.4% | +169.6% |
| 1Y | +207.2% | -3.5% | +210.7% | +209.0% |
| All | +207.2% | -1.2% | +208.4% | +209.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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