+120.6%
IBM vs UMC
+145.1%
-24.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.0% | -0.6% | +3.0% |
| 7D | +3.6% | +13.6% | -10.1% | +2.4% |
| 30D | +1.5% | +20.8% | -19.2% | -0.1% |
| 3M | -12.9% | +16.1% | -29.1% | -15.8% |
| 6M | -3.9% | +137.3% | -141.2% | -16.0% |
| YTD | -17.3% | +193.8% | -211.1% | -31.3% |
| 1Y | -5.0% | +236.1% | -241.1% | -23.2% |
| 3Y | +78.2% | +267.1% | -188.9% | +40.3% |
| 5Y | +120.6% | +145.3% | -24.6% | +69.0% |
| All | +120.6% | +145.1% | -24.4% | +69.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling