+210.2%
INTU vs UPS
+36.4%
+173.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.1% |
| 7D | -8.5% | -3.7% | -4.8% | -7.0% |
| 30D | -6.1% | -3.7% | -2.4% | -4.6% |
| 3M | +7.3% | -6.6% | +13.9% | +9.7% |
| 6M | -33.2% | +2.6% | -35.8% | -34.9% |
| YTD | -52.2% | +4.8% | -56.9% | -54.2% |
| 1Y | -52.7% | +25.3% | -78.0% | -58.4% |
| 3Y | -41.6% | -26.9% | -14.8% | -36.9% |
| 5Y | -42.6% | -33.5% | -9.1% | -34.9% |
| All | +210.2% | +36.4% | +173.8% | +118.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling