+115.0%
UMC vs IBB
+42.2%
+72.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -3.4% |
| 7D | -14.7% | +2.2% | -16.9% | -15.6% |
| 30D | -32.9% | +6.3% | -39.2% | -34.9% |
| 3M | -22.2% | +16.3% | -38.5% | -30.1% |
| 6M | +25.9% | +30.0% | -4.1% | +2.6% |
| YTD | +107.9% | +31.1% | +76.8% | +72.4% |
| 1Y | +115.0% | +42.0% | +73.1% | +78.4% |
| All | +115.0% | +42.2% | +72.8% | +78.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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