+24.6%
UPS vs IP
-5.9%
+30.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.6% |
| 7D | -1.6% | -2.8% | +1.1% | -0.9% |
| 30D | +17.9% | +9.2% | +8.7% | +15.4% |
| 3M | +9.4% | -16.1% | +25.5% | +13.9% |
| 6M | +16.2% | +9.6% | +6.6% | +12.4% |
| YTD | +18.8% | -8.8% | +27.5% | +20.1% |
| All | +24.6% | -5.9% | +30.5% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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