+322.1%
IVV vs UPS
+35.1%
+287.0%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.4% | -3.7% | +3.3% | +1.0% |
| 30D | -1.4% | -3.7% | +2.4% | 0.0% |
| 3M | +3.7% | -6.6% | +10.3% | +5.7% |
| 6M | +13.0% | +2.6% | +10.5% | +10.9% |
| YTD | +12.4% | +4.8% | +7.7% | +9.0% |
| 1Y | +18.6% | +25.3% | -6.7% | +7.0% |
| 3Y | +78.1% | -26.9% | +104.9% | +91.3% |
| 5Y | +82.3% | -33.5% | +115.8% | +100.2% |
| 10Y | +322.1% | +36.1% | +286.0% | +200.5% |
| All | +322.1% | +35.1% | +287.0% | +200.5% |
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 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