+264.7%
UPS vs IBB
+560.8%
-296.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.3% | -0.8% |
| 7D | -2.9% | +1.4% | -4.3% | -3.4% |
| 30D | -3.5% | +10.5% | -14.0% | -7.2% |
| 3M | -5.7% | +23.6% | -29.4% | -13.2% |
| 6M | -4.4% | +22.6% | -27.0% | -11.9% |
| YTD | +8.0% | +25.7% | -17.7% | -1.5% |
| 1Y | +29.0% | +51.4% | -22.3% | +9.6% |
| 3Y | -27.7% | +64.4% | -92.1% | -40.8% |
| 5Y | -34.3% | +22.1% | -56.5% | -40.6% |
| 10Y | +37.8% | +132.5% | -94.7% | -3.0% |
| All | +264.7% | +560.8% | -296.1% | +50.2% |
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