+144.6%
UMC vs IR
+25.2%
+119.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.2% |
| 7D | +0.1% | +1.1% | -0.9% | 0.0% |
| 30D | -28.7% | +7.6% | -36.3% | -29.9% |
| 3M | -15.1% | +0.1% | -15.2% | -15.1% |
| 6M | +5.0% | +14.0% | -9.0% | +0.7% |
| YTD | +108.2% | +7.5% | +100.7% | +99.8% |
| 1Y | +121.7% | +10.1% | +111.6% | +110.4% |
| All | +144.6% | +25.2% | +119.4% | +109.8% |
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