+1,798.0%
UMC vs IBB
+125.2%
+1,672.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.7% |
| 7D | +11.4% | -5.2% | +16.6% | +14.8% |
| 30D | +16.8% | +1.5% | +15.3% | +15.1% |
| 3M | +19.1% | +22.1% | -3.0% | +5.0% |
| 6M | +137.4% | +17.7% | +119.7% | +113.5% |
| YTD | +186.4% | +20.2% | +166.2% | +155.3% |
| 1Y | +229.1% | +44.4% | +184.6% | +162.5% |
| 3Y | +257.9% | +61.1% | +196.8% | +163.4% |
| 5Y | +137.5% | +18.5% | +119.0% | +104.9% |
| All | +1,798.0% | +125.2% | +1,672.8% | +1,221.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling