+240.3%
UMC vs IR
-8.8%
+249.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | -4.5% | +13.5% | +9.4% |
| 30D | +17.2% | -13.9% | +31.2% | +18.9% |
| 3M | +11.4% | -0.3% | +11.7% | +10.9% |
| 6M | +137.5% | -14.3% | +151.8% | +134.9% |
| YTD | +193.1% | -7.9% | +201.0% | +194.6% |
| 1Y | +240.3% | -9.9% | +250.2% | +244.3% |
| All | +240.3% | -8.8% | +249.1% | +244.3% |
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