-33.7%
UPS vs IP
-17.2%
-16.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.4% | -1.9% |
| 7D | -2.9% | -5.3% | +2.4% | -1.1% |
| 30D | -3.5% | -10.9% | +7.3% | +0.4% |
| 3M | -5.7% | +11.2% | -16.9% | -10.2% |
| 6M | -4.4% | -10.2% | +5.9% | -2.0% |
| YTD | +8.0% | -2.0% | +10.0% | +6.3% |
| 1Y | +29.0% | -19.1% | +48.1% | +36.0% |
| 3Y | -27.7% | +20.9% | -48.6% | -39.1% |
| All | -33.7% | -17.2% | -16.5% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling