+227.0%
UPS vs IVZ
+331.1%
-104.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.1% | -2.3% | -1.5% |
| 7D | -2.9% | +0.6% | -3.5% | -3.1% |
| 30D | -3.5% | +4.0% | -7.5% | -4.5% |
| 3M | -5.7% | +18.2% | -23.9% | -9.9% |
| 6M | -4.4% | +32.8% | -37.2% | -11.6% |
| YTD | +8.0% | +28.7% | -20.7% | +0.4% |
| 1Y | +29.0% | +55.4% | -26.3% | +14.0% |
| 3Y | -27.7% | +135.2% | -162.9% | -43.8% |
| 5Y | -34.3% | +64.2% | -98.5% | -45.1% |
| 10Y | +37.8% | +64.6% | -26.8% | +6.6% |
| All | +227.0% | +331.1% | -104.1% | +75.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling