+290.6%
UPS vs IYR
+707.1%
-416.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.1% | +1.7% | +1.8% |
| 7D | +3.8% | +0.6% | +3.2% | +3.5% |
| 30D | +17.4% | +6.6% | +10.8% | +14.1% |
| 3M | +8.2% | -1.8% | +10.0% | +9.1% |
| 6M | +17.9% | +1.4% | +16.5% | +17.1% |
| YTD | +18.7% | +10.5% | +8.2% | +13.4% |
| 1Y | +24.8% | +10.6% | +14.2% | +19.2% |
| 3Y | -4.5% | +41.8% | -46.4% | -18.5% |
| 5Y | -33.2% | +6.0% | -39.2% | -35.4% |
| 10Y | +44.2% | +86.7% | -42.4% | +8.0% |
| All | +290.6% | +707.1% | -416.5% | +31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling