+657.4%
UMAC vs IBN
+23.4%
+634.0%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.6% |
| 7D | -3.4% | -3.0% | -0.4% | -3.3% |
| 30D | -15.1% | -1.5% | -13.6% | -15.0% |
| 3M | -10.8% | +7.9% | -18.7% | -10.9% |
| 6M | +15.7% | +8.6% | +7.0% | +14.4% |
| YTD | +80.1% | -0.6% | +80.7% | +75.8% |
| 1Y | +116.7% | -7.3% | +124.0% | +110.2% |
| All | +657.4% | +23.4% | +634.0% | +954.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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