+399.2%
IBM vs UPS
+243.4%
+155.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.2% | +0.5% |
| 7D | -0.3% | -2.9% | +2.6% | +0.8% |
| 30D | +0.3% | -3.5% | +3.8% | +1.6% |
| 3M | -21.6% | -5.7% | -15.9% | -20.3% |
| 6M | -4.7% | -4.4% | -0.3% | -4.4% |
| YTD | -19.1% | +8.0% | -27.1% | -22.7% |
| 1Y | -2.5% | +29.0% | -31.5% | -13.7% |
| 3Y | +74.2% | -27.7% | +101.9% | +86.5% |
| 5Y | +113.1% | -34.3% | +147.5% | +130.5% |
| 10Y | +133.5% | +37.8% | +95.7% | +66.6% |
| All | +399.2% | +243.4% | +155.9% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling