+295.9%
UPS vs IBB
+577.3%
-281.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.5% |
| 7D | +1.7% | +0.8% | +0.9% | +1.4% |
| 30D | +17.4% | +5.2% | +12.2% | +15.2% |
| 3M | +7.7% | +8.6% | -0.8% | +4.1% |
| 6M | +13.8% | +27.8% | -14.0% | +3.2% |
| YTD | +17.3% | +28.8% | -11.5% | +5.8% |
| 1Y | +27.2% | +36.4% | -9.2% | +12.2% |
| 3Y | -5.6% | +89.3% | -95.0% | -26.7% |
| 5Y | -33.5% | +43.3% | -76.8% | -43.3% |
| 10Y | +43.7% | +130.6% | -87.0% | +1.4% |
| All | +295.9% | +577.3% | -281.3% | +61.3% |
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