+1,842.6%
UMC vs IT
+103.1%
+1,739.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.3% | -2.9% | +1.1% |
| 7D | +9.0% | -3.7% | +12.7% | +9.7% |
| 30D | +17.2% | +0.1% | +17.2% | +16.6% |
| 3M | +11.4% | +20.7% | -9.3% | +3.6% |
| 6M | +137.5% | +12.0% | +125.5% | +123.4% |
| YTD | +193.1% | -28.8% | +221.9% | +214.6% |
| 1Y | +240.3% | -25.5% | +265.8% | +258.1% |
| 3Y | +262.2% | -48.8% | +310.9% | +317.9% |
| 5Y | +143.1% | -42.7% | +185.9% | +166.9% |
| All | +1,842.6% | +103.1% | +1,739.5% | +1,528.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling