+134.5%
IAU vs UPST
+7.9%
+126.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -3.5% | +3.0% | -0.5% |
| 30D | +4.4% | -7.1% | +11.6% | +4.5% |
| 3M | -1.1% | -13.1% | +12.0% | -0.9% |
| 6M | -13.7% | -1.1% | -12.6% | -13.8% |
| YTD | +2.7% | -35.9% | +38.6% | +3.1% |
| 1Y | +24.6% | -57.4% | +82.0% | +25.5% |
| 3Y | +126.8% | -14.9% | +141.7% | +124.4% |
| 5Y | +139.5% | -88.7% | +228.1% | +137.8% |
| All | +134.5% | +7.9% | +126.6% | +122.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling