-13.3%
IBM vs UMC
+112.5%
-125.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.1% | +3.8% | +1.6% |
| 7D | +0.4% | -14.7% | +15.1% | -0.4% |
| 30D | +14.8% | -32.9% | +47.6% | +12.4% |
| 3M | +8.9% | -22.2% | +31.1% | +7.9% |
| 6M | +12.4% | +25.9% | -13.5% | +11.2% |
| YTD | -12.4% | +107.9% | -120.3% | -12.0% |
| 1Y | -13.3% | +115.0% | -128.3% | -13.1% |
| All | -13.3% | +112.5% | -125.8% | -13.1% |
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 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