-34.4%
UPS vs IT
-42.3%
+7.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.6% |
| 7D | -0.6% | -3.7% | +3.1% | 0.0% |
| 30D | +16.4% | -3.1% | +19.6% | +16.6% |
| 3M | +7.9% | +6.3% | +1.6% | +6.1% |
| 6M | +15.8% | +24.8% | -8.9% | +9.5% |
| YTD | +16.6% | -24.4% | +40.9% | +22.1% |
| 1Y | +22.3% | -17.1% | +39.4% | +24.9% |
| 3Y | -6.2% | -53.6% | +47.4% | +9.6% |
| 5Y | -34.4% | -42.5% | +8.1% | -32.2% |
| All | -34.4% | -42.3% | +7.9% | -32.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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