+5.0%
UMC vs IRE
-93.7%
+98.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +12.1% | -5.2% | +4.9% |
| 7D | +0.1% | -15.1% | +15.3% | +1.4% |
| 30D | -28.7% | -71.4% | +42.7% | -16.7% |
| 3M | -15.1% | -81.2% | +66.1% | +3.1% |
| 6M | +5.0% | -93.7% | +98.7% | +43.7% |
| All | +5.0% | -93.7% | +98.6% | +43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling