+236.0%
UMC vs IBB
+68.5%
+167.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.1% |
| 7D | +5.0% | +1.4% | +3.5% | +4.1% |
| 30D | +7.7% | +10.5% | -2.8% | +1.2% |
| 3M | +1.7% | +23.6% | -22.0% | -10.8% |
| 6M | +113.9% | +22.6% | +91.3% | +88.2% |
| YTD | +168.9% | +25.7% | +143.2% | +134.6% |
| 1Y | +207.2% | +51.4% | +155.8% | +142.9% |
| All | +236.0% | +68.5% | +167.6% | +140.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling