+260.9%
UMC vs IBN
+2,600.6%
-2,339.6%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.5% | +7.6% | +6.0% |
| 7D | +6.6% | -2.2% | +8.8% | +7.4% |
| 30D | +16.6% | -2.3% | +18.8% | +17.4% |
| 3M | +11.0% | +15.9% | -4.8% | +5.0% |
| 6M | +131.3% | +5.6% | +125.7% | +126.0% |
| YTD | +182.5% | -0.1% | +182.6% | +180.9% |
| 1Y | +222.3% | -6.5% | +228.8% | +227.3% |
| 3Y | +253.0% | +29.3% | +223.7% | +214.1% |
| 5Y | +141.8% | +56.6% | +85.3% | +100.0% |
| 10Y | +1,772.2% | +314.4% | +1,457.8% | +867.3% |
| All | +260.9% | +2,600.6% | -2,339.6% | -37.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling