+274.6%
UPS vs IJR
+1,130.2%
-855.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -3.7% | -1.1% | -2.6% | -3.0% |
| 30D | -3.7% | -3.6% | -0.1% | -1.6% |
| 3M | -6.6% | +2.3% | -8.9% | -7.8% |
| 6M | +2.6% | +14.3% | -11.8% | -5.4% |
| YTD | +4.8% | +19.3% | -14.5% | -5.7% |
| 1Y | +25.3% | +22.6% | +2.7% | +10.6% |
| 3Y | -26.9% | +53.5% | -80.4% | -44.2% |
| 5Y | -33.5% | +39.9% | -73.4% | -46.6% |
| 10Y | +36.1% | +172.1% | -136.0% | -29.4% |
| All | +274.6% | +1,130.2% | -855.6% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling