+145.3%
UMC vs IR
+40.4%
+104.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +6.0% | +4.9% |
| 7D | +13.6% | -1.9% | +15.5% | +14.5% |
| 30D | +20.8% | -15.0% | +35.8% | +29.4% |
| 3M | +16.1% | -0.4% | +16.6% | +15.1% |
| 6M | +137.3% | -15.0% | +152.3% | +151.0% |
| YTD | +193.8% | -7.1% | +200.8% | +193.4% |
| 1Y | +236.1% | -7.5% | +243.6% | +234.1% |
| 3Y | +267.1% | +6.3% | +260.8% | +212.9% |
| 5Y | +145.3% | +37.3% | +107.9% | +68.1% |
| All | +145.3% | +40.4% | +104.9% | +68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling