-25.9%
UPS vs IP
+21.5%
-47.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.8% |
| 7D | -2.9% | -5.3% | +2.4% | -1.4% |
| 30D | -3.5% | -10.9% | +7.3% | -0.3% |
| 3M | -5.7% | +11.2% | -16.9% | -9.3% |
| 6M | -4.4% | -10.2% | +5.9% | -2.3% |
| YTD | +8.0% | -2.0% | +10.0% | +6.8% |
| 1Y | +29.0% | -19.1% | +48.1% | +34.7% |
| All | -25.9% | +21.5% | -47.4% | -33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling