+25.8%
IWM vs UPS
-33.0%
+58.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | +1.7% | -1.4% | -0.4% |
| 30D | +0.6% | +17.4% | -16.8% | -5.6% |
| 3M | -6.2% | +7.7% | -14.0% | -9.2% |
| 6M | -0.8% | +13.8% | -14.6% | -6.6% |
| YTD | +14.8% | +17.3% | -2.5% | +5.9% |
| 1Y | +16.1% | +27.2% | -11.0% | +3.4% |
| 3Y | +71.5% | -5.6% | +77.2% | +65.5% |
| 5Y | +25.8% | -33.5% | +59.3% | +42.2% |
| All | +25.8% | -33.0% | +58.7% | +42.2% |
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