+286.3%
IBM vs UMC
+259.6%
+26.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.6% | -4.5% | -0.7% |
| 7D | -0.3% | +5.0% | -5.2% | -1.1% |
| 30D | +0.3% | +7.7% | -7.4% | -1.1% |
| 3M | -21.6% | +1.7% | -23.3% | -23.5% |
| 6M | -4.7% | +113.9% | -118.6% | -19.3% |
| YTD | -19.1% | +168.9% | -188.0% | -35.0% |
| 1Y | -2.5% | +207.2% | -209.7% | -23.8% |
| 3Y | +74.2% | +227.7% | -153.5% | +32.9% |
| 5Y | +113.1% | +118.0% | -4.9% | +70.7% |
| 10Y | +133.5% | +1,682.1% | -1,548.6% | +16.6% |
| All | +286.3% | +259.6% | +26.7% | +78.3% |
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