+547.2%
IBKR vs UPST
-1.6%
+548.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +2.0% |
| 7D | -1.3% | -8.8% | +7.4% | -0.6% |
| 30D | -0.2% | -12.1% | +11.8% | +0.8% |
| 3M | +3.0% | -19.5% | +22.5% | +4.7% |
| 6M | +33.9% | -6.8% | +40.7% | +34.1% |
| YTD | +42.5% | -41.5% | +84.0% | +47.8% |
| 1Y | +44.9% | -58.9% | +103.7% | +53.6% |
| 3Y | +293.0% | -15.2% | +308.2% | +284.6% |
| 5Y | +497.7% | -90.5% | +588.2% | +497.3% |
| All | +547.2% | -1.6% | +548.8% | +459.4% |
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