-25.9%
UPS vs IBN
+28.0%
-53.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.5% | +0.8% | -1.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.6% |
| 30D | -2.3% | -2.3% | 0.0% | -1.8% |
| 3M | -5.2% | +15.9% | -21.1% | -8.8% |
| 6M | +1.4% | +5.6% | -4.2% | -0.4% |
| YTD | +6.1% | -0.1% | +6.2% | +5.4% |
| 1Y | +27.0% | -6.5% | +33.5% | +27.6% |
| All | -25.9% | +28.0% | -53.9% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling