+231.8%
UPS vs IAG
+377.5%
-145.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -1.1% |
| 7D | -2.9% | -0.5% | -2.4% | -2.9% |
| 30D | -3.5% | +28.9% | -32.4% | -4.5% |
| 3M | -5.7% | +19.1% | -24.9% | -6.5% |
| 6M | -4.4% | -10.3% | +5.9% | -4.3% |
| YTD | +8.0% | +24.2% | -16.2% | +6.7% |
| 1Y | +29.0% | +116.5% | -87.5% | +24.9% |
| 3Y | -27.7% | +742.8% | -770.5% | -34.2% |
| 5Y | -34.3% | +753.3% | -787.7% | -41.2% |
| 10Y | +37.8% | +403.2% | -365.4% | +21.9% |
| All | +231.8% | +377.5% | -145.7% | +168.2% |
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