+753.8%
IWM vs UPS
+311.3%
+442.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -1.3% |
| 7D | +1.4% | +3.8% | -2.4% | -0.7% |
| 30D | +2.3% | +17.4% | -15.1% | -6.7% |
| 3M | -8.3% | +8.2% | -16.5% | -12.7% |
| 6M | -1.3% | +17.9% | -19.3% | -11.3% |
| YTD | +13.5% | +18.7% | -5.2% | +0.5% |
| 1Y | +18.4% | +24.8% | -6.4% | +1.7% |
| 3Y | +69.6% | -4.5% | +74.2% | +61.6% |
| 5Y | +23.3% | -33.2% | +56.5% | +42.5% |
| 10Y | +147.0% | +44.2% | +102.7% | +57.6% |
| All | +753.8% | +311.3% | +442.5% | +163.9% |
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 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