-2.5%
IBM vs UPS
+27.3%
-29.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.2% |
| 7D | -0.3% | -2.9% | +2.6% | -0.1% |
| 30D | +0.3% | -3.5% | +3.8% | +0.5% |
| 3M | -21.6% | -5.7% | -15.9% | -21.5% |
| 6M | -4.7% | -4.4% | -0.3% | -5.2% |
| YTD | -19.1% | +8.0% | -27.1% | -19.6% |
| 1Y | -2.5% | +29.0% | -31.5% | -2.6% |
| All | -2.5% | +27.3% | -29.8% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 UPS 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