+115.0%
UMC vs IRE
-97.6%
+212.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -23.2% | +21.2% | +0.2% |
| 7D | -14.7% | -46.8% | +32.2% | -9.9% |
| 30D | -32.9% | -75.5% | +42.6% | -24.6% |
| 3M | -22.2% | -79.4% | +57.3% | -12.4% |
| 6M | +25.9% | -91.3% | +117.2% | +45.6% |
| YTD | +107.9% | -90.8% | +198.7% | +133.8% |
| 1Y | +115.0% | -97.7% | +212.8% | +154.3% |
| All | +115.0% | -97.6% | +212.6% | +154.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling