+36.0%
UPS vs IVZ
+64.1%
-28.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | -3.4% | -2.4% | -1.0% | -2.7% |
| 30D | -2.7% | +2.5% | -5.2% | -3.6% |
| 3M | -1.6% | +17.1% | -18.7% | -6.7% |
| 6M | +2.3% | +35.1% | -32.8% | -7.6% |
| YTD | +5.6% | +24.3% | -18.7% | -2.5% |
| 1Y | +27.1% | +48.7% | -21.6% | +10.6% |
| 3Y | -26.3% | +135.6% | -161.9% | -46.2% |
| 5Y | -34.5% | +60.3% | -94.8% | -47.6% |
| All | +36.0% | +64.1% | -28.1% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling