-33.5%
UPS vs IRM
+190.5%
-224.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.0% |
| 7D | -3.7% | +3.0% | -6.7% | -4.5% |
| 30D | -3.7% | -5.2% | +1.5% | -2.4% |
| 3M | -6.6% | -8.0% | +1.5% | -4.5% |
| 6M | +2.6% | +9.2% | -6.6% | -0.8% |
| YTD | +4.8% | +41.0% | -36.2% | -6.7% |
| 1Y | +25.3% | +23.3% | +2.0% | +15.7% |
| 3Y | -26.9% | +102.8% | -129.7% | -46.7% |
| 5Y | -33.5% | +192.8% | -226.3% | -60.1% |
| All | -33.5% | +190.5% | -224.0% | -60.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling