+227.0%
UPS vs IRM
+3,526.9%
-3,299.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.6% |
| 7D | -2.9% | -0.5% | -2.4% | -2.8% |
| 30D | -3.5% | -8.1% | +4.6% | -1.2% |
| 3M | -5.7% | -9.7% | +4.0% | -3.2% |
| 6M | -4.4% | +10.0% | -14.4% | -7.6% |
| YTD | +8.0% | +43.0% | -35.0% | -3.7% |
| 1Y | +29.0% | +32.7% | -3.6% | +17.0% |
| 3Y | -27.7% | +102.7% | -130.4% | -43.5% |
| 5Y | -34.3% | +187.6% | -221.9% | -54.3% |
| 10Y | +37.8% | +420.1% | -382.3% | -22.7% |
| All | +227.0% | +3,526.9% | -3,299.9% | +9.8% |
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 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