+116.7%
UMAC vs IBN
-5.9%
+122.6%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.3% | -2.9% |
| 7D | -3.4% | -3.0% | -0.4% | -2.8% |
| 30D | -15.1% | -1.5% | -13.6% | -14.9% |
| 3M | -10.8% | +7.9% | -18.7% | -11.9% |
| 6M | +15.7% | +8.6% | +7.0% | +10.6% |
| YTD | +80.1% | -0.6% | +80.7% | +64.7% |
| 1Y | +116.7% | -7.3% | +124.0% | +101.0% |
| All | +116.7% | -5.9% | +122.6% | +101.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling