+221.2%
UPS vs IRM
+3,502.7%
-3,281.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.6% |
| 7D | -2.1% | +1.6% | -3.8% | -2.6% |
| 30D | -2.3% | -4.2% | +1.9% | -1.2% |
| 3M | -5.2% | -5.4% | +0.1% | -3.9% |
| 6M | +1.4% | +12.0% | -10.6% | -2.5% |
| YTD | +6.1% | +42.0% | -35.9% | -5.2% |
| 1Y | +27.0% | +29.9% | -2.9% | +15.9% |
| 3Y | -25.9% | +104.4% | -130.3% | -42.3% |
| 5Y | -34.6% | +191.0% | -225.6% | -54.6% |
| 10Y | +36.2% | +417.1% | -381.0% | -23.4% |
| All | +221.2% | +3,502.7% | -3,281.5% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IRM 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling