-26.8%
UPS vs IVZ
+133.3%
-160.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.7% | +1.2% | -4.8% | -4.0% |
| 30D | -3.7% | +1.8% | -5.5% | -4.3% |
| 3M | -6.6% | +15.7% | -22.3% | -10.8% |
| 6M | +2.6% | +36.3% | -33.8% | -7.2% |
| YTD | +4.8% | +24.9% | -20.2% | -3.1% |
| 1Y | +25.3% | +48.9% | -23.7% | +9.3% |
| All | -26.8% | +133.3% | -160.1% | -46.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling