+1,842.6%
UMC vs IBN
+324.2%
+1,518.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.8% |
| 7D | +9.0% | -3.0% | +12.0% | +9.9% |
| 30D | +17.2% | -1.5% | +18.8% | +17.6% |
| 3M | +11.4% | +7.9% | +3.5% | +8.7% |
| 6M | +137.5% | +8.6% | +128.9% | +131.3% |
| YTD | +193.1% | -0.6% | +193.7% | +192.0% |
| 1Y | +240.3% | -7.3% | +247.6% | +245.2% |
| 3Y | +262.2% | +26.2% | +236.0% | +231.7% |
| 5Y | +143.1% | +57.8% | +85.3% | +108.6% |
| All | +1,842.6% | +324.2% | +1,518.4% | +1,231.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling