+267.6%
UPS vs IBN
+1,532.9%
-1,265.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -1.0% |
| 7D | -2.9% | +1.4% | -4.3% | -3.1% |
| 30D | -3.5% | -0.3% | -3.2% | -3.5% |
| 3M | -5.7% | +17.1% | -22.8% | -8.2% |
| 6M | -4.4% | +3.4% | -7.8% | -5.0% |
| YTD | +8.0% | +2.5% | +5.5% | +7.5% |
| 1Y | +29.0% | -4.2% | +33.2% | +29.7% |
| 3Y | -27.7% | +32.4% | -60.1% | -31.5% |
| 5Y | -34.3% | +59.2% | -93.5% | -39.8% |
| 10Y | +37.8% | +345.7% | -307.9% | +2.9% |
| All | +267.6% | +1,532.9% | -1,265.3% | +109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling