+253.0%
UMC vs IR
+8.4%
+244.7%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.6% | +6.7% | +5.5% |
| 7D | +6.6% | +0.6% | +6.0% | +6.4% |
| 30D | +16.6% | -13.6% | +30.2% | +21.2% |
| 3M | +11.0% | +3.7% | +7.3% | +9.1% |
| 6M | +131.3% | -13.1% | +144.3% | +137.7% |
| YTD | +182.5% | -5.1% | +187.6% | +180.2% |
| 1Y | +222.3% | -6.5% | +228.7% | +219.8% |
| 3Y | +253.0% | +8.5% | +244.5% | +219.2% |
| All | +253.0% | +8.4% | +244.7% | +219.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling