+1,842.6%
UMC vs IRM
+440.8%
+1,401.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.3% | +1.8% |
| 7D | +9.0% | -1.4% | +10.4% | +9.4% |
| 30D | +17.2% | -7.4% | +24.6% | +19.5% |
| 3M | +11.4% | -7.4% | +18.8% | +13.5% |
| 6M | +137.5% | +8.7% | +128.8% | +132.8% |
| YTD | +193.1% | +40.9% | +152.2% | +169.2% |
| 1Y | +240.3% | +20.5% | +219.8% | +223.7% |
| 3Y | +262.2% | +101.7% | +160.5% | +195.6% |
| 5Y | +143.1% | +197.7% | -54.5% | +81.1% |
| All | +1,842.6% | +440.8% | +1,401.8% | +1,153.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling