+27.2%
UPS vs IRE
-98.1%
+125.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -15.8% | +15.9% | 0.0% |
| 7D | +1.7% | -41.9% | +43.6% | +1.7% |
| 30D | +17.4% | -75.1% | +92.5% | +17.3% |
| 3M | +7.7% | -82.4% | +90.1% | +7.6% |
| 6M | +13.8% | -95.5% | +109.4% | +13.9% |
| YTD | +17.3% | -93.1% | +110.3% | +17.0% |
| 1Y | +27.2% | -97.8% | +125.0% | +24.7% |
| All | +27.2% | -98.1% | +125.3% | +24.7% |
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