+134.2%
UMC vs IBN
+57.3%
+76.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.4% | -2.7% | -2.3% |
| 7D | +11.2% | +1.9% | +9.3% | +10.9% |
| 30D | -28.0% | +22.1% | -50.1% | -30.4% |
| 3M | -20.5% | +17.1% | -37.6% | -22.5% |
| 6M | -1.6% | +35.5% | -37.1% | -7.4% |
| YTD | +99.4% | +16.8% | +82.6% | +92.3% |
| 1Y | +120.4% | +12.4% | +108.0% | +114.3% |
| 3Y | +134.2% | +58.0% | +76.2% | +110.8% |
| All | +134.2% | +57.3% | +76.9% | +110.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling