+147.3%
IBM vs UPS
+43.9%
+103.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.5% |
| 7D | +1.6% | +3.8% | -2.2% | +0.6% |
| 30D | +9.2% | +17.4% | -8.2% | +4.6% |
| 3M | +4.9% | +8.2% | -3.3% | +2.6% |
| 6M | +16.8% | +17.9% | -1.2% | +11.1% |
| YTD | -14.3% | +18.7% | -33.0% | -19.1% |
| 1Y | -16.7% | +24.8% | -41.5% | -22.6% |
| 3Y | +82.2% | -4.5% | +86.8% | +76.4% |
| 5Y | +149.9% | -33.2% | +183.2% | +169.6% |
| All | +147.3% | +43.9% | +103.4% | +71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling