-32.7%
UPS vs IEF
-8.1%
-24.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.9% |
| 7D | +3.8% | -2.0% | +5.8% | +4.3% |
| 30D | +17.4% | +0.7% | +16.6% | +17.2% |
| 3M | +8.2% | -2.5% | +10.7% | +8.8% |
| 6M | +17.9% | -2.6% | +20.5% | +18.6% |
| YTD | +18.7% | -3.2% | +21.9% | +19.6% |
| 1Y | +24.8% | -3.0% | +27.9% | +25.7% |
| 3Y | -4.5% | +10.5% | -15.1% | -5.8% |
| All | -32.7% | -8.1% | -24.6% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling