+154.7%
UMC vs IRM
+3,128.9%
-2,974.1%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | +11.2% | +6.8% | +4.4% | +8.2% |
| 30D | -28.0% | +2.6% | -30.6% | -28.4% |
| 3M | -20.5% | -9.5% | -11.1% | -16.7% |
| 6M | -1.6% | -8.5% | +6.9% | +2.7% |
| YTD | +99.4% | +40.3% | +59.1% | +73.1% |
| 1Y | +120.4% | +28.7% | +91.7% | +97.7% |
| 3Y | +134.2% | +111.8% | +22.4% | +62.7% |
| 5Y | +78.8% | +189.1% | -110.3% | +6.4% |
| 10Y | +1,280.4% | +519.8% | +760.6% | +416.7% |
| All | +154.7% | +3,128.9% | -2,974.1% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling