-33.7%
UPS vs IR
+45.6%
-79.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.7% |
| 7D | -2.9% | -2.8% | -0.1% | -1.8% |
| 30D | -3.5% | -15.1% | +11.6% | +3.2% |
| 3M | -5.7% | +6.1% | -11.8% | -8.3% |
| 6M | -4.4% | -16.8% | +12.4% | +2.3% |
| YTD | +8.0% | -3.5% | +11.6% | +8.5% |
| 1Y | +29.0% | -3.5% | +32.5% | +29.0% |
| 3Y | -27.7% | +9.5% | -37.2% | -34.8% |
| All | -33.7% | +45.6% | -79.4% | -49.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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