-32.7%
UPS vs IVZ
+36.0%
-68.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.0% |
| 7D | +3.8% | +7.6% | -3.8% | +1.1% |
| 30D | +17.4% | +4.3% | +13.0% | +15.4% |
| 3M | +8.2% | -9.3% | +17.5% | +11.4% |
| 6M | +17.9% | +5.2% | +12.7% | +14.7% |
| YTD | +18.7% | +13.4% | +5.2% | +11.5% |
| 1Y | +24.8% | +25.4% | -0.6% | +12.7% |
| 3Y | -4.5% | +152.5% | -157.0% | -36.9% |
| All | -32.7% | +36.0% | -68.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling