+1,117.2%
UMC vs IR
+332.9%
+784.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | +11.2% | +2.5% | +8.7% | +10.3% |
| 30D | -28.0% | +9.2% | -37.2% | -30.0% |
| 3M | -20.5% | +0.9% | -21.5% | -21.0% |
| 6M | -1.6% | +19.2% | -20.8% | -7.8% |
| YTD | +99.4% | +7.5% | +91.9% | +90.9% |
| 1Y | +120.4% | +11.7% | +108.7% | +107.7% |
| 3Y | +134.2% | +23.9% | +110.3% | +108.7% |
| 5Y | +78.8% | +46.4% | +32.5% | +47.9% |
| All | +1,117.2% | +332.9% | +784.3% | +704.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling