+1,648.4%
UMC vs IR
+271.9%
+1,376.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.3% |
| 7D | +11.4% | -3.1% | +14.4% | +12.5% |
| 30D | +16.8% | -14.0% | +30.8% | +22.5% |
| 3M | +19.1% | +3.7% | +15.4% | +16.9% |
| 6M | +137.4% | -15.4% | +152.8% | +148.2% |
| YTD | +186.4% | -7.7% | +194.0% | +188.4% |
| 1Y | +229.1% | -8.8% | +237.9% | +231.4% |
| 3Y | +257.9% | +5.6% | +252.3% | +235.7% |
| 5Y | +137.5% | +34.3% | +103.2% | +103.1% |
| All | +1,648.4% | +271.9% | +1,376.5% | +1,115.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling