-5.0%
IBM vs UPS
+25.5%
-30.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.6% | +3.5% |
| 7D | +3.6% | -3.7% | +7.2% | +3.9% |
| 30D | +1.5% | -3.7% | +5.3% | +1.9% |
| 3M | -12.9% | -6.6% | -6.4% | -12.8% |
| 6M | -3.9% | +2.6% | -6.5% | -4.9% |
| YTD | -17.3% | +4.8% | -22.1% | -17.9% |
| 1Y | -5.0% | +25.3% | -30.3% | -5.7% |
| All | -5.0% | +25.5% | -30.5% | -5.7% |
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