+34.3%
UPS vs IRE
-97.3%
+131.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.5% | +4.9% | +2.4% |
| 7D | +1.1% | -15.5% | +16.7% | +1.2% |
| 30D | +17.3% | -70.4% | +87.7% | +17.0% |
| 3M | +7.9% | -81.6% | +89.5% | +7.5% |
| 6M | +13.7% | -94.7% | +108.4% | +13.3% |
| YTD | +17.2% | -91.8% | +108.9% | +17.5% |
| 1Y | +23.2% | -97.6% | +120.8% | +20.6% |
| All | +34.3% | -97.3% | +131.6% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling