+115.0%
UMC vs IRM
+19.5%
+95.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.7% | -3.8% | -2.8% |
| 7D | -14.7% | +2.6% | -17.3% | -15.6% |
| 30D | -32.9% | +5.6% | -38.5% | -34.4% |
| 3M | -22.2% | -4.7% | -17.4% | -20.8% |
| 6M | +25.9% | -6.1% | +32.0% | +28.4% |
| YTD | +107.9% | +46.3% | +61.6% | +97.9% |
| 1Y | +115.0% | +18.7% | +96.3% | +112.1% |
| All | +115.0% | +19.5% | +95.6% | +112.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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