+77.6%
UMC vs IBB
+39.3%
+38.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.0% |
| 7D | +11.2% | -0.5% | +11.7% | +11.7% |
| 30D | -28.0% | +4.6% | -32.6% | -29.7% |
| 3M | -20.5% | +6.8% | -27.4% | -24.2% |
| 6M | -1.6% | +23.1% | -24.7% | -15.3% |
| YTD | +99.4% | +26.0% | +73.3% | +69.3% |
| 1Y | +120.4% | +30.4% | +90.0% | +82.5% |
| 3Y | +134.2% | +85.4% | +48.8% | +45.7% |
| All | +77.6% | +39.3% | +38.3% | +27.9% |
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 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