+266.9%
IBKR vs UMAC
+473.8%
-206.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.6% | +2.3% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | -0.2% | -15.1% | +14.9% | +0.2% |
| 3M | +3.0% | -10.8% | +13.7% | +2.7% |
| 6M | +33.9% | +15.7% | +18.2% | +30.2% |
| YTD | +42.5% | +80.1% | -37.6% | +35.7% |
| 1Y | +44.9% | +116.7% | -71.9% | +36.5% |
| All | +266.9% | +473.8% | -206.8% | +246.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling