+45.9%
UPS vs IYR
+87.3%
-41.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.4% |
| 30D | +17.4% | +6.6% | +10.8% | +13.0% |
| 3M | +8.2% | -1.8% | +10.0% | +9.4% |
| 6M | +17.9% | +1.4% | +16.5% | +16.8% |
| YTD | +18.7% | +10.5% | +8.2% | +11.6% |
| 1Y | +24.8% | +10.6% | +14.2% | +17.3% |
| 3Y | -4.5% | +41.8% | -46.4% | -23.0% |
| 5Y | -33.2% | +6.0% | -39.2% | -36.7% |
| All | +45.9% | +87.3% | -41.4% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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