+21.6%
UPS vs IRE
-82.8%
+104.4%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.2% | -12.0% | -1.8% |
| 7D | -2.1% | +58.9% | -61.0% | -2.1% |
| 30D | -2.3% | +17.2% | -19.5% | -2.3% |
| 3M | -5.2% | -58.6% | +53.4% | -5.2% |
| 6M | +1.4% | -23.5% | +24.9% | +2.4% |
| YTD | +6.1% | -47.4% | +53.5% | +6.8% |
| All | +21.6% | -82.8% | +104.4% | +20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling