+29.0%
UPS vs IJH
+18.2%
+10.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.3% |
| 7D | -2.9% | +0.1% | -3.0% | -3.0% |
| 30D | -3.5% | -1.5% | -2.0% | -2.3% |
| 3M | -5.7% | +0.8% | -6.5% | -6.4% |
| 6M | -4.4% | +7.6% | -11.9% | -9.8% |
| YTD | +8.0% | +15.5% | -7.5% | -2.2% |
| 1Y | +29.0% | +16.9% | +12.1% | +15.4% |
| All | +29.0% | +18.2% | +10.8% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 1y: compounded portfolio wealth divided by compounded IJH 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…
1y analysis · Full analysis span regression · 6 months rolling