-33.5%
UPS vs IVZ
+61.5%
-95.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.0% |
| 7D | -3.7% | +1.2% | -4.8% | -4.1% |
| 30D | -3.7% | +1.8% | -5.5% | -4.4% |
| 3M | -6.6% | +15.7% | -22.3% | -11.4% |
| 6M | +2.6% | +36.3% | -33.8% | -8.6% |
| YTD | +4.8% | +24.9% | -20.2% | -4.3% |
| 1Y | +25.3% | +48.9% | -23.7% | +7.1% |
| 3Y | -26.9% | +136.8% | -163.7% | -49.3% |
| 5Y | -33.5% | +60.0% | -93.5% | -49.4% |
| All | -33.5% | +61.5% | -95.0% | -49.4% |
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