+2.0%
IBKR vs UMC
+78.4%
-76.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -16.7% | +10.1% | -3.7% |
| 7D | -11.1% | -25.8% | +14.8% | -6.6% |
| 30D | -19.7% | -42.3% | +22.6% | -12.6% |
| 3M | -18.0% | -30.6% | +12.7% | -13.3% |
| 6M | -13.2% | -2.8% | -10.3% | -12.5% |
| YTD | +13.4% | +73.2% | -59.8% | +7.2% |
| 1Y | +2.0% | +75.5% | -73.5% | -4.7% |
| All | +2.0% | +78.4% | -76.5% | -4.7% |
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