+141.8%
UMC vs IBB
+20.0%
+121.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.2% | +6.5% |
| 7D | +6.6% | -1.7% | +8.3% | +7.6% |
| 30D | +16.6% | +4.9% | +11.7% | +12.1% |
| 3M | +11.0% | +24.2% | -13.2% | -5.3% |
| 6M | +131.3% | +23.8% | +107.4% | +97.1% |
| YTD | +182.5% | +23.0% | +159.5% | +143.1% |
| 1Y | +222.3% | +46.2% | +176.1% | +145.5% |
| 3Y | +253.0% | +64.8% | +188.2% | +140.3% |
| 5Y | +141.8% | +20.9% | +120.9% | +97.0% |
| All | +141.8% | +20.0% | +121.9% | +97.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling