+255.0%
UPS vs IP
+74.2%
+180.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -1.6% |
| 7D | +3.5% | -5.0% | +8.4% | +5.1% |
| 30D | +19.3% | +6.5% | +12.7% | +16.8% |
| 3M | +4.7% | -18.0% | +22.8% | +11.0% |
| 6M | +17.0% | +10.3% | +6.7% | +12.2% |
| YTD | +17.3% | -9.9% | +27.1% | +18.5% |
| 1Y | +27.4% | -1.1% | +28.4% | +24.9% |
| 3Y | -7.7% | +13.0% | -20.7% | -15.4% |
| 5Y | -32.4% | -12.3% | -20.2% | -33.5% |
| 10Y | +53.3% | +26.8% | +26.4% | +29.9% |
| All | +255.0% | +74.2% | +180.8% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling