+51.3%
IBB vs UMAC
+488.3%
-437.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.9% | -1.3% |
| 7D | -5.2% | -4.0% | -1.2% | -5.1% |
| 30D | +1.5% | -9.4% | +10.8% | +1.5% |
| 3M | +22.1% | +3.0% | +19.2% | +21.4% |
| 6M | +17.7% | +27.2% | -9.5% | +15.4% |
| YTD | +20.2% | +84.7% | -64.5% | +16.3% |
| 1Y | +44.4% | +136.5% | -92.0% | +38.3% |
| All | +51.3% | +488.3% | -437.0% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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