+36.0%
UPS vs IAG
+423.2%
-387.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +0.8% |
| 7D | -3.4% | -4.1% | +0.6% | -3.3% |
| 30D | -2.7% | +10.6% | -13.4% | -3.0% |
| 3M | -1.6% | +35.4% | -37.0% | -2.5% |
| 6M | +2.3% | -9.5% | +11.9% | +2.2% |
| YTD | +5.6% | +21.8% | -16.3% | +4.8% |
| 1Y | +27.1% | +84.1% | -57.1% | +25.2% |
| 3Y | -26.3% | +817.4% | -843.7% | -30.1% |
| 5Y | -34.5% | +830.1% | -864.6% | -38.6% |
| All | +36.0% | +423.2% | -387.2% | +27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 10y: compounded portfolio wealth divided by compounded IAG 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…
10y analysis · Full analysis span regression · 6 months rolling