-26.8%
UPS vs IYR
+29.2%
-55.9%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.1% | -0.5% |
| 7D | -3.7% | -0.9% | -2.8% | -3.1% |
| 30D | -3.7% | -2.4% | -1.4% | -2.2% |
| 3M | -6.6% | -2.0% | -4.5% | -5.3% |
| 6M | +2.6% | +2.5% | +0.1% | +0.8% |
| YTD | +4.8% | +8.3% | -3.5% | -0.7% |
| 1Y | +25.3% | +6.5% | +18.8% | +19.7% |
| All | -26.8% | +29.2% | -55.9% | -37.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling