+808.3%
IWM vs UPS
+274.3%
+534.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | +0.1% | -2.9% | +3.0% | +1.7% |
| 30D | -1.3% | -3.5% | +2.3% | +0.6% |
| 3M | +1.6% | -5.7% | +7.3% | +4.2% |
| 6M | +13.6% | -4.4% | +17.9% | +14.6% |
| YTD | +20.8% | +8.0% | +12.7% | +13.3% |
| 1Y | +26.4% | +29.0% | -2.6% | +6.3% |
| 3Y | +60.7% | -27.7% | +88.4% | +81.0% |
| 5Y | +38.2% | -34.3% | +72.5% | +60.4% |
| 10Y | +169.5% | +37.8% | +131.7% | +76.1% |
| All | +808.3% | +274.3% | +534.0% | +197.4% |
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 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