+209.9%
UMC vs IRE
-84.0%
+293.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -6.8% | +10.8% | +4.6% |
| 7D | +13.6% | +29.0% | -15.4% | +11.0% |
| 30D | +20.8% | +24.2% | -3.5% | +17.3% |
| 3M | +16.1% | -53.2% | +69.3% | +17.3% |
| 6M | +137.3% | -36.0% | +173.3% | +134.1% |
| YTD | +193.8% | -51.0% | +244.8% | +186.2% |
| All | +209.9% | -84.0% | +293.9% | +212.7% |
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 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