+54.8%
IBB vs UMAC
+549.5%
-494.7%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.3% | -11.5% | -2.4% |
| 7D | -1.7% | +14.7% | -16.4% | -2.0% |
| 30D | +4.9% | -0.5% | +5.4% | +4.7% |
| 3M | +24.2% | +0.5% | +23.7% | +23.6% |
| 6M | +23.8% | +57.9% | -34.1% | +20.7% |
| YTD | +23.0% | +103.9% | -81.0% | +18.7% |
| 1Y | +46.2% | +159.3% | -113.1% | +39.6% |
| All | +54.8% | +549.5% | -494.7% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling