+27.1%
UPS vs IAG
+94.1%
-67.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +2.9% | +1.0% |
| 7D | -3.4% | -4.1% | +0.6% | -3.1% |
| 30D | -2.7% | +10.6% | -13.4% | -3.7% |
| 3M | -1.6% | +35.4% | -37.0% | -4.6% |
| 6M | +2.3% | -9.5% | +11.9% | +1.0% |
| YTD | +5.6% | +21.8% | -16.3% | +3.8% |
| 1Y | +27.1% | +84.1% | -57.1% | +23.1% |
| All | +27.1% | +94.1% | -67.1% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling