+134.5%
IBM vs UPS
+37.5%
+97.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.2% | -2.7% |
| 7D | -0.3% | -3.4% | +3.1% | +0.6% |
| 30D | -1.8% | -2.7% | +0.9% | -1.1% |
| 3M | -13.5% | -1.6% | -11.8% | -13.5% |
| 6M | -5.1% | +2.3% | -7.4% | -6.5% |
| YTD | -19.4% | +5.6% | -25.0% | -21.5% |
| 1Y | -6.5% | +27.1% | -33.6% | -13.9% |
| 3Y | +73.8% | -26.3% | +100.1% | +82.5% |
| 5Y | +116.3% | -34.5% | +150.8% | +130.7% |
| All | +134.5% | +37.5% | +97.1% | +64.0% |
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