-38.4%
UPS vs IOT
+61.2%
-99.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | -2.1% | +2.8% | -4.9% | -2.4% |
| 30D | -2.3% | -1.8% | -0.5% | -2.2% |
| 3M | -5.2% | +17.9% | -23.1% | -7.2% |
| 6M | +1.4% | +13.5% | -12.1% | -0.8% |
| YTD | +6.1% | +13.3% | -7.1% | +3.3% |
| 1Y | +27.0% | -3.3% | +30.3% | +25.5% |
| 3Y | -25.9% | +31.3% | -57.3% | -32.2% |
| All | -38.4% | +61.2% | -99.7% | -49.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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