+973.2%
IGV vs UPS
+275.5%
+697.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.2% | -1.1% | -1.6% |
| 7D | -4.5% | -2.9% | -1.6% | -3.0% |
| 30D | +3.2% | -3.5% | +6.7% | +5.2% |
| 3M | +4.5% | -5.7% | +10.2% | +7.0% |
| 6M | +22.1% | -4.4% | +26.5% | +22.6% |
| YTD | -1.0% | +8.0% | -9.1% | -7.5% |
| 1Y | -2.1% | +29.0% | -31.1% | -17.6% |
| 3Y | +44.6% | -27.7% | +72.3% | +59.5% |
| 5Y | +22.2% | -34.3% | +56.5% | +39.8% |
| 10Y | +364.7% | +37.8% | +326.9% | +202.9% |
| All | +973.2% | +275.5% | +697.7% | +149.3% |
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