+115.0%
UMC vs IT
-17.9%
+132.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -1.9% |
| 7D | -14.7% | -5.5% | -9.2% | -15.2% |
| 30D | -32.9% | +10.3% | -43.2% | -31.7% |
| 3M | -22.2% | +11.5% | -33.7% | -20.4% |
| 6M | +25.9% | +40.3% | -14.4% | +35.5% |
| YTD | +107.9% | -17.9% | +125.8% | +147.5% |
| 1Y | +115.0% | -8.8% | +123.8% | +147.7% |
| All | +115.0% | -17.9% | +132.9% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 1y: compounded portfolio wealth divided by compounded IT 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…
1y analysis · Full analysis span regression · 6 months rolling