+938.5%
IGV vs UPS
+312.6%
+625.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -1.2% |
| 7D | +2.3% | +3.8% | -1.4% | +0.4% |
| 30D | -6.0% | +17.4% | -23.4% | -13.7% |
| 3M | -4.8% | +8.2% | -13.0% | -9.1% |
| 6M | +14.2% | +17.9% | -3.7% | +3.5% |
| YTD | -4.2% | +18.7% | -22.9% | -15.2% |
| 1Y | -5.3% | +24.8% | -30.1% | -18.5% |
| 3Y | +38.8% | -4.5% | +43.3% | +30.3% |
| 5Y | +14.2% | -33.2% | +47.4% | +30.3% |
| 10Y | +357.6% | +44.2% | +313.3% | +192.3% |
| All | +938.5% | +312.6% | +625.9% | +128.6% |
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