+36.0%
UPS vs IRM
+430.1%
-394.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.4% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | -2.7% | -7.8% | +5.0% | -0.4% |
| 3M | -1.6% | -7.9% | +6.2% | +0.6% |
| 6M | +2.3% | +6.3% | -4.0% | -0.3% |
| YTD | +5.6% | +38.2% | -32.6% | -5.8% |
| 1Y | +27.1% | +19.8% | +7.2% | +18.0% |
| 3Y | -26.3% | +98.8% | -125.1% | -44.3% |
| 5Y | -34.5% | +191.8% | -226.2% | -57.3% |
| All | +36.0% | +430.1% | -394.1% | -30.8% |
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