+1,428.5%
IBKR vs UMC
+1,048.3%
+380.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.4% | -0.2% | +1.6% |
| 7D | -1.3% | +9.0% | -10.4% | -3.4% |
| 30D | -0.2% | +17.2% | -17.5% | -4.0% |
| 3M | +3.0% | +11.4% | -8.5% | -1.3% |
| 6M | +33.9% | +137.5% | -103.7% | +6.4% |
| YTD | +42.5% | +193.1% | -150.6% | +6.2% |
| 1Y | +44.9% | +240.3% | -195.4% | +4.1% |
| 3Y | +293.0% | +262.2% | +30.8% | +172.9% |
| 5Y | +497.7% | +143.1% | +354.5% | +345.7% |
| 10Y | +1,004.4% | +1,853.0% | -848.6% | +351.2% |
| All | +1,428.5% | +1,048.3% | +380.2% | +444.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling