+147.3%
IBM vs UMC
+1,272.7%
-1,125.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.2% |
| 7D | +1.6% | +11.2% | -9.6% | +0.4% |
| 30D | +9.2% | -28.0% | +37.2% | +12.6% |
| 3M | +4.9% | -20.5% | +25.5% | +6.8% |
| 6M | +16.8% | -1.6% | +18.3% | +13.3% |
| YTD | -14.3% | +99.4% | -113.7% | -25.6% |
| 1Y | -16.7% | +120.4% | -137.1% | -28.8% |
| 3Y | +82.2% | +134.2% | -52.0% | +52.6% |
| 5Y | +149.9% | +78.8% | +71.1% | +112.1% |
| All | +147.3% | +1,272.7% | -1,125.5% | +41.7% |
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 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