+5.0%
UMC vs IBB
+28.3%
-23.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +0.4% | +6.5% | +6.7% |
| 7D | +0.1% | -1.4% | +1.5% | +1.2% |
| 30D | -28.7% | +6.8% | -35.5% | -29.4% |
| 3M | -15.1% | +9.2% | -24.3% | -17.9% |
| 6M | +5.0% | +28.3% | -23.4% | -12.5% |
| All | +5.0% | +28.3% | -23.3% | -12.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling