+183.7%
UMC vs IRE
-84.4%
+268.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +14.0% | -9.4% | +3.4% |
| 7D | +5.0% | +54.8% | -49.8% | +0.9% |
| 30D | +7.7% | +18.4% | -10.7% | +4.8% |
| 3M | +1.7% | -66.7% | +68.4% | +4.7% |
| 6M | +113.9% | -52.3% | +166.2% | +112.7% |
| YTD | +168.9% | -52.3% | +221.2% | +162.8% |
| All | +183.7% | -84.4% | +268.1% | +187.1% |
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