+259.3%
UPS vs IRM
+3,457.8%
-3,198.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.6% | +2.0% |
| 7D | +3.8% | +6.8% | -3.0% | +1.8% |
| 30D | +17.4% | +2.6% | +14.7% | +16.2% |
| 3M | +8.2% | -9.5% | +17.7% | +10.7% |
| 6M | +17.9% | -8.5% | +26.4% | +20.1% |
| YTD | +18.7% | +40.3% | -21.6% | +6.0% |
| 1Y | +24.8% | +28.7% | -3.9% | +14.1% |
| 3Y | -4.5% | +111.8% | -116.4% | -26.6% |
| 5Y | -33.2% | +189.1% | -222.3% | -53.8% |
| 10Y | +44.2% | +519.8% | -475.6% | -23.0% |
| All | +259.3% | +3,457.8% | -3,198.5% | +20.8% |
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