+104.9%
IAU vs UPST
-24.8%
+129.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | -4.6% | -10.6% | +6.1% | -4.4% |
| 30D | -5.4% | -14.0% | +8.5% | -5.3% |
| 3M | -10.9% | -36.8% | +26.0% | -10.4% |
| 6M | -17.4% | -27.5% | +10.2% | -17.0% |
| YTD | -10.2% | -55.3% | +45.1% | -9.5% |
| 1Y | -7.1% | -47.5% | +40.5% | -6.5% |
| 3Y | +97.7% | -10.4% | +108.2% | +95.9% |
| 5Y | +105.3% | -92.6% | +197.9% | +105.1% |
| All | +104.9% | -24.8% | +129.7% | +95.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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