+44.7%
IBKR vs UMC
+209.4%
-164.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.6% | -4.9% | -1.1% |
| 7D | -3.3% | +5.0% | -8.2% | -4.1% |
| 30D | +4.5% | +7.7% | -3.2% | +3.1% |
| 3M | +6.5% | +1.7% | +4.8% | +4.8% |
| 6M | +34.2% | +113.9% | -79.7% | +18.2% |
| YTD | +44.5% | +168.9% | -124.4% | +17.9% |
| 1Y | +44.7% | +207.2% | -162.5% | +12.5% |
| All | +44.7% | +209.4% | -164.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling