+43.3%
UPS vs IRM
+524.5%
-481.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.8% | -2.4% |
| 7D | -0.6% | +8.6% | -9.2% | -3.1% |
| 30D | +16.4% | 0.0% | +16.5% | +16.1% |
| 3M | +7.9% | -7.1% | +15.1% | +9.8% |
| 6M | +15.8% | -7.9% | +23.7% | +17.9% |
| YTD | +16.6% | +41.3% | -24.7% | +2.6% |
| 1Y | +22.3% | +20.7% | +1.6% | +13.0% |
| 3Y | -6.2% | +112.2% | -118.4% | -31.3% |
| 5Y | -34.4% | +191.2% | -225.6% | -57.6% |
| All | +43.3% | +524.5% | -481.2% | -30.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling