+243.6%
UMC vs IRM
+3,191.6%
-2,948.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +2.9% | +3.9% |
| 7D | +5.0% | -0.5% | +5.4% | +5.1% |
| 30D | +7.7% | -8.1% | +15.8% | +11.3% |
| 3M | +1.7% | -9.7% | +11.3% | +5.9% |
| 6M | +113.9% | +10.0% | +103.9% | +105.2% |
| YTD | +168.9% | +43.0% | +125.9% | +130.1% |
| 1Y | +207.2% | +32.7% | +174.5% | +169.1% |
| 3Y | +227.7% | +102.7% | +125.0% | +130.3% |
| 5Y | +118.0% | +187.6% | -69.5% | +28.8% |
| 10Y | +1,682.1% | +420.1% | +1,262.0% | +623.0% |
| All | +243.6% | +3,191.6% | -2,948.0% | -64.0% |
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