+264.6%
UPS vs IAG
+303.8%
-39.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.8% | +1.8% |
| 7D | +3.8% | -7.7% | +11.5% | +4.1% |
| 30D | +17.4% | +1.6% | +15.8% | +17.2% |
| 3M | +8.2% | -2.4% | +10.6% | +8.2% |
| 6M | +17.9% | -7.8% | +25.8% | +17.9% |
| YTD | +18.7% | +5.0% | +13.7% | +17.9% |
| 1Y | +24.8% | +25.7% | -0.9% | +23.1% |
| 3Y | -4.5% | +694.5% | -699.0% | -12.9% |
| 5Y | -33.2% | +421.7% | -454.9% | -39.1% |
| 10Y | +44.2% | +382.5% | -338.2% | +28.0% |
| All | +264.6% | +303.8% | -39.2% | +196.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling