+255.5%
UPS vs IYR
+700.6%
-445.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.8% |
| 7D | -2.9% | -1.2% | -1.6% | -2.3% |
| 30D | -3.5% | -2.9% | -0.7% | -2.2% |
| 3M | -5.7% | +0.8% | -6.6% | -6.1% |
| 6M | -4.4% | +1.9% | -6.2% | -5.2% |
| YTD | +8.0% | +9.6% | -1.6% | +3.6% |
| 1Y | +29.0% | +8.1% | +21.0% | +24.4% |
| 3Y | -27.7% | +29.2% | -56.9% | -35.8% |
| 5Y | -34.3% | +4.3% | -38.6% | -36.0% |
| 10Y | +37.8% | +64.7% | -26.9% | +8.5% |
| All | +255.5% | +700.6% | -445.1% | +19.9% |
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