+240.3%
UMC vs IBB
+44.5%
+195.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | +9.0% | -4.2% | +13.2% | +11.4% |
| 30D | +17.2% | +1.1% | +16.1% | +15.2% |
| 3M | +11.4% | +19.0% | -7.6% | -3.8% |
| 6M | +137.5% | +18.9% | +118.6% | +105.2% |
| YTD | +193.1% | +20.3% | +172.8% | +155.8% |
| 1Y | +240.3% | +41.5% | +198.8% | +190.3% |
| All | +240.3% | +44.5% | +195.8% | +190.3% |
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