+45.9%
UPS vs IBN
+385.6%
-339.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.4% | +1.5% | +1.7% |
| 7D | +3.8% | +1.9% | +1.9% | +3.4% |
| 30D | +17.4% | +22.1% | -4.8% | +12.2% |
| 3M | +8.2% | +17.1% | -8.9% | +4.3% |
| 6M | +17.9% | +35.5% | -17.6% | +10.0% |
| YTD | +18.7% | +16.8% | +1.9% | +14.3% |
| 1Y | +24.8% | +12.4% | +12.4% | +21.1% |
| 3Y | -4.5% | +58.0% | -62.6% | -14.7% |
| 5Y | -33.2% | +73.7% | -106.9% | -41.8% |
| All | +45.9% | +385.6% | -339.6% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 10y: compounded portfolio wealth divided by compounded IBN 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…
10y analysis · Full analysis span regression · 6 months rolling