+431.2%
IBM vs UPS
+277.5%
+153.7%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.0% |
| 7D | -1.7% | -1.6% | -0.1% | -1.1% |
| 30D | +10.1% | +17.9% | -7.9% | +3.2% |
| 3M | +4.8% | +9.4% | -4.6% | +1.1% |
| 6M | +12.6% | +16.2% | -3.6% | +5.4% |
| YTD | -13.9% | +18.8% | -32.7% | -20.9% |
| 1Y | -18.7% | +26.1% | -44.8% | -27.1% |
| 3Y | +81.9% | -4.5% | +86.4% | +73.4% |
| 5Y | +148.3% | -33.2% | +181.5% | +169.2% |
| 10Y | +143.6% | +44.3% | +99.3% | +71.2% |
| All | +431.2% | +277.5% | +153.7% | +110.5% |
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 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