+1,541.7%
UMC vs IR
+288.5%
+1,253.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.2% |
| 7D | +5.0% | -2.8% | +7.8% | +5.9% |
| 30D | +7.7% | -15.1% | +22.8% | +13.5% |
| 3M | +1.7% | +6.1% | -4.4% | -0.9% |
| 6M | +113.9% | -16.8% | +130.7% | +125.1% |
| YTD | +168.9% | -3.5% | +172.4% | +167.1% |
| 1Y | +207.2% | -3.5% | +210.7% | +203.7% |
| 3Y | +227.7% | +9.5% | +218.2% | +203.9% |
| 5Y | +118.0% | +45.1% | +73.0% | +82.4% |
| All | +1,541.7% | +288.5% | +1,253.1% | +1,026.2% |
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 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