+40.0%
IWM vs UPS
-34.9%
+75.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | +0.2% |
| 7D | +1.4% | -2.1% | +3.5% | +2.2% |
| 30D | -2.3% | -2.3% | 0.0% | -1.4% |
| 3M | +4.0% | -5.2% | +9.2% | +5.6% |
| 6M | +17.9% | +1.4% | +16.5% | +16.0% |
| YTD | +20.2% | +6.1% | +14.1% | +15.8% |
| 1Y | +25.0% | +27.0% | -2.0% | +11.2% |
| 3Y | +66.0% | -25.9% | +91.9% | +79.5% |
| 5Y | +40.0% | -34.6% | +74.6% | +58.8% |
| All | +40.0% | -34.9% | +75.0% | +58.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling