+259.5%
UPS vs IRM
+3,416.5%
-3,157.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.8% |
| 7D | -1.6% | -5.3% | +3.6% | -0.2% |
| 30D | +17.9% | -2.3% | +20.3% | +18.5% |
| 3M | +9.4% | -7.4% | +16.8% | +11.3% |
| 6M | +16.2% | -12.2% | +28.4% | +19.8% |
| YTD | +18.8% | +38.6% | -19.9% | +6.4% |
| 1Y | +26.1% | +14.9% | +11.2% | +19.1% |
| 3Y | -4.5% | +108.2% | -112.6% | -26.2% |
| 5Y | -33.2% | +183.8% | -217.1% | -53.5% |
| 10Y | +44.3% | +512.6% | -468.3% | -22.7% |
| All | +259.5% | +3,416.5% | -3,157.0% | +21.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling