-33.5%
UPS vs IAU
+114.3%
-147.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.4% |
| 7D | +1.7% | +2.8% | -1.1% | +1.4% |
| 30D | +17.4% | -4.0% | +21.4% | +17.8% |
| 3M | +7.7% | -8.2% | +15.9% | +8.5% |
| 6M | +13.8% | -14.8% | +28.6% | +15.0% |
| YTD | +17.3% | -6.7% | +24.0% | +18.1% |
| 1Y | +27.2% | -2.2% | +29.4% | +27.9% |
| 3Y | -5.6% | +106.7% | -112.4% | -12.3% |
| 5Y | -33.5% | +114.8% | -148.3% | -43.2% |
| All | -33.5% | +114.3% | -147.9% | -43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling