+770.9%
IWM vs UPS
+311.5%
+459.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.4% | +0.2% |
| 7D | -0.3% | -1.6% | +1.3% | +0.6% |
| 30D | +1.9% | +17.9% | -16.1% | -7.3% |
| 3M | -5.7% | +9.4% | -15.1% | -10.8% |
| 6M | -0.3% | +16.2% | -16.5% | -9.6% |
| YTD | +15.8% | +18.8% | -3.0% | +2.5% |
| 1Y | +17.1% | +26.1% | -9.0% | 0.0% |
| 3Y | +73.1% | -4.5% | +77.5% | +64.9% |
| 5Y | +25.9% | -33.2% | +59.1% | +45.6% |
| 10Y | +151.9% | +44.3% | +107.6% | +60.7% |
| All | +770.9% | +311.5% | +459.4% | +169.1% |
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