+738.6%
IVV vs UPS
+279.0%
+459.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.5% |
| 7D | -2.7% | 0.0% | -2.7% | -2.8% |
| 30D | -5.4% | +17.3% | -22.7% | -12.5% |
| 3M | -4.1% | +6.6% | -10.7% | -7.4% |
| 6M | +0.7% | +12.0% | -11.3% | -5.8% |
| YTD | +8.7% | +14.4% | -5.6% | -0.4% |
| 1Y | +11.0% | +23.3% | -12.3% | -2.3% |
| 3Y | +75.4% | -9.6% | +85.1% | +71.5% |
| 5Y | +68.3% | -34.1% | +102.4% | +89.9% |
| 10Y | +315.5% | +49.5% | +266.0% | +171.9% |
| All | +738.6% | +279.0% | +459.7% | +198.7% |
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