+85.1%
UMC vs IR
+46.1%
+39.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -0.9% | +7.8% | +7.3% |
| 7D | +0.1% | +1.1% | -0.9% | -0.1% |
| 30D | -28.7% | +7.6% | -36.3% | -30.8% |
| 3M | -15.1% | +0.1% | -15.2% | -15.3% |
| 6M | +5.0% | +14.0% | -9.0% | -2.1% |
| YTD | +108.2% | +7.5% | +100.7% | +95.1% |
| 1Y | +121.7% | +10.1% | +111.6% | +104.4% |
| 3Y | +139.8% | +24.9% | +114.9% | +89.9% |
| 5Y | +85.1% | +46.9% | +38.2% | +23.3% |
| All | +85.1% | +46.1% | +39.0% | +23.3% |
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 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