+260.9%
UMC vs IT
+1,166.7%
-905.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -7.4% | +12.5% | +7.9% |
| 7D | +6.6% | -9.1% | +15.7% | +10.1% |
| 30D | +16.6% | -7.0% | +23.6% | +18.7% |
| 3M | +11.0% | +7.6% | +3.4% | +2.6% |
| 6M | +131.3% | +2.1% | +129.2% | +115.0% |
| YTD | +182.5% | -31.6% | +214.1% | +204.9% |
| 1Y | +222.3% | -29.9% | +252.2% | +241.4% |
| 3Y | +253.0% | -51.3% | +304.3% | +316.6% |
| 5Y | +141.8% | -44.8% | +186.6% | +167.7% |
| 10Y | +1,772.2% | +91.4% | +1,680.9% | +981.8% |
| All | +260.9% | +1,166.7% | -905.8% | -41.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling