+702.6%
UMAC vs IBN
+21.9%
+680.8%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.7% | -4.7% | -6.3% |
| 7D | +3.3% | -5.1% | +8.4% | +3.6% |
| 30D | -10.4% | -3.5% | -6.9% | -10.2% |
| 3M | +1.8% | +11.3% | -9.6% | +1.5% |
| 6M | +40.7% | +4.4% | +36.3% | +38.7% |
| YTD | +90.9% | -1.8% | +92.7% | +86.4% |
| 1Y | +151.8% | -8.0% | +159.7% | +144.4% |
| All | +702.6% | +21.9% | +680.8% | +1,018.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling