+137.5%
UMC vs IBN
+52.7%
+84.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.3% |
| 7D | +11.4% | -5.5% | +16.9% | +14.1% |
| 30D | +16.8% | -3.4% | +20.2% | +18.3% |
| 3M | +19.1% | +8.7% | +10.4% | +14.3% |
| 6M | +137.4% | +3.7% | +133.7% | +132.1% |
| YTD | +186.4% | -2.4% | +188.8% | +186.3% |
| 1Y | +229.1% | -8.1% | +237.2% | +236.8% |
| 3Y | +257.9% | +26.3% | +231.6% | +197.8% |
| 5Y | +137.5% | +54.9% | +82.6% | +68.8% |
| All | +137.5% | +52.7% | +84.8% | +68.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling