+990.2%
IBKR vs UMC
+1,863.6%
-873.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.7% |
| 7D | -1.3% | +9.0% | -10.4% | -3.1% |
| 30D | -0.2% | +17.2% | -17.5% | -3.5% |
| 3M | +3.0% | +11.4% | -8.5% | -0.6% |
| 6M | +33.9% | +137.5% | -103.7% | +10.2% |
| YTD | +42.5% | +193.1% | -150.6% | +10.9% |
| 1Y | +44.9% | +240.3% | -195.4% | +9.2% |
| 3Y | +293.0% | +262.2% | +30.8% | +187.7% |
| 5Y | +497.7% | +143.1% | +354.5% | +358.9% |
| All | +990.2% | +1,863.6% | -873.4% | +444.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling