+263.0%
UMC vs IT
-52.2%
+315.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.7% | +5.7% | +4.1% |
| 7D | +13.6% | -9.1% | +22.8% | +14.0% |
| 30D | +20.8% | -12.2% | +32.9% | +21.4% |
| 3M | +16.1% | +7.8% | +8.3% | +16.2% |
| 6M | +137.3% | +2.0% | +135.3% | +139.0% |
| YTD | +193.8% | -32.7% | +226.5% | +221.2% |
| 1Y | +236.1% | -31.1% | +267.2% | +264.4% |
| All | +263.0% | -52.2% | +315.2% | +334.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling