+286.1%
UPS vs IBB
+566.2%
-280.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.7% | -4.2% | -3.1% |
| 7D | 0.0% | -1.8% | +1.9% | +0.7% |
| 30D | +17.3% | +5.1% | +12.3% | +15.1% |
| 3M | +6.6% | +10.7% | -4.1% | +2.2% |
| 6M | +12.0% | +22.9% | -10.9% | +3.1% |
| YTD | +14.4% | +26.7% | -12.3% | +3.8% |
| 1Y | +23.3% | +35.1% | -11.8% | +9.1% |
| 3Y | -9.6% | +80.2% | -89.8% | -28.5% |
| 5Y | -34.1% | +37.8% | -72.0% | -43.0% |
| 10Y | +49.5% | +161.2% | -111.7% | +1.2% |
| All | +286.1% | +566.2% | -280.0% | +58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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