+110.3%
UMC vs IRE
-98.1%
+208.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -14.4% | +12.1% | -0.8% |
| 7D | +11.2% | -31.8% | +43.0% | +15.3% |
| 30D | -28.0% | -71.8% | +43.7% | -20.3% |
| 3M | -20.5% | -88.9% | +68.4% | -5.7% |
| 6M | -1.6% | -95.4% | +93.8% | +18.9% |
| YTD | +99.4% | -94.2% | +193.6% | +131.2% |
| 1Y | +120.4% | -97.1% | +217.5% | +160.8% |
| All | +110.3% | -98.1% | +208.5% | +152.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling