+168.0%
IWM vs UPS
+36.4%
+131.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | -1.1% | -3.7% | +2.5% | +0.4% |
| 30D | -3.1% | -3.7% | +0.6% | -1.6% |
| 3M | +2.2% | -6.6% | +8.8% | +4.6% |
| 6M | +15.1% | +2.6% | +12.5% | +12.6% |
| YTD | +18.6% | +4.8% | +13.8% | +14.6% |
| 1Y | +24.0% | +25.3% | -1.3% | +10.2% |
| 3Y | +63.7% | -26.9% | +90.6% | +79.0% |
| 5Y | +38.2% | -33.5% | +71.7% | +55.4% |
| All | +168.0% | +36.4% | +131.5% | +88.9% |
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