+165.3%
IWM vs UPS
+37.5%
+127.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.3% |
| 7D | -2.5% | -3.4% | +0.9% | -1.1% |
| 30D | -4.4% | -2.7% | -1.7% | -3.3% |
| 3M | +2.2% | -1.6% | +3.9% | +2.4% |
| 6M | +14.0% | +2.3% | +11.7% | +11.7% |
| YTD | +17.4% | +5.6% | +11.8% | +13.0% |
| 1Y | +22.9% | +27.1% | -4.1% | +8.6% |
| 3Y | +62.1% | -26.3% | +88.4% | +76.7% |
| 5Y | +38.2% | -34.5% | +72.6% | +56.5% |
| All | +165.3% | +37.5% | +127.8% | +86.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling