+198.0%
UMC vs IRE
-82.8%
+280.9%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +10.2% | -5.2% | +4.2% |
| 7D | +6.6% | +58.9% | -52.3% | +2.2% |
| 30D | +16.6% | +17.2% | -0.6% | +13.8% |
| 3M | +11.0% | -58.6% | +69.6% | +12.7% |
| 6M | +131.3% | -23.5% | +154.8% | +126.3% |
| YTD | +182.5% | -47.4% | +229.9% | +173.7% |
| All | +198.0% | -82.8% | +280.9% | +199.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling