+21.2%
IGV vs UPS
-33.5%
+54.7%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -5.4% | -3.4% | -2.0% | -4.3% |
| 30D | -2.6% | -2.7% | +0.1% | -1.7% |
| 3M | +10.5% | -1.6% | +12.2% | +10.6% |
| 6M | +18.2% | +2.3% | +15.8% | +15.9% |
| YTD | -4.2% | +5.6% | -9.8% | -7.8% |
| 1Y | -9.8% | +27.1% | -36.9% | -19.7% |
| 3Y | +39.1% | -26.3% | +65.4% | +49.9% |
| 5Y | +21.2% | -34.5% | +55.7% | +36.9% |
| All | +21.2% | -33.5% | +54.7% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling