+227.0%
UPS vs IT
+1,696.8%
-1,469.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.5% | -0.2% |
| 7D | -2.9% | -6.0% | +3.1% | -1.7% |
| 30D | -3.5% | 0.0% | -3.5% | -3.7% |
| 3M | -5.7% | +13.1% | -18.8% | -9.2% |
| 6M | -4.4% | +11.7% | -16.1% | -8.3% |
| YTD | +8.0% | -26.1% | +34.1% | +11.7% |
| 1Y | +29.0% | -21.3% | +50.3% | +31.1% |
| 3Y | -27.7% | -46.7% | +19.0% | -21.9% |
| 5Y | -34.3% | -40.5% | +6.2% | -31.3% |
| 10Y | +37.8% | +103.9% | -66.1% | +9.5% |
| All | +227.0% | +1,696.8% | -1,469.8% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling