-26.0%
UPS vs IJR
+52.1%
-78.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | 0.0% |
| 7D | -2.0% | -2.2% | +0.2% | -0.5% |
| 30D | -2.0% | -4.6% | +2.6% | +1.2% |
| 3M | -6.2% | +0.2% | -6.5% | -6.4% |
| 6M | +2.8% | +14.7% | -11.9% | -6.1% |
| YTD | +5.9% | +18.9% | -13.0% | -5.3% |
| 1Y | +26.2% | +19.9% | +6.3% | +12.1% |
| 3Y | -26.0% | +53.0% | -79.0% | -45.3% |
| All | -26.0% | +52.1% | -78.1% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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