-16.7%
IBM vs UPS
+24.6%
-41.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.8% | -0.8% | +0.7% |
| 7D | +1.6% | +3.8% | -2.2% | +1.0% |
| 30D | +9.2% | +17.4% | -8.2% | +6.9% |
| 3M | +4.9% | +8.2% | -3.3% | +3.6% |
| 6M | +16.8% | +17.9% | -1.2% | +13.9% |
| YTD | -14.3% | +18.7% | -33.0% | -17.6% |
| 1Y | -16.7% | +24.8% | -41.5% | -20.5% |
| All | -16.7% | +24.6% | -41.4% | -20.5% |
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