+144.6%
UMC vs IBB
+91.0%
+53.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.7% |
| 7D | +0.1% | -1.4% | +1.5% | +1.4% |
| 30D | -28.7% | +6.8% | -35.5% | -30.8% |
| 3M | -15.1% | +9.2% | -24.3% | -19.2% |
| 6M | +5.0% | +28.3% | -23.4% | -9.4% |
| YTD | +108.2% | +29.4% | +78.8% | +79.7% |
| 1Y | +121.7% | +33.2% | +88.6% | +88.4% |
| All | +144.6% | +91.0% | +53.5% | +62.9% |
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