+44.9%
IBKR vs UPST
-59.3%
+104.2%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.0% | +0.2% | +1.6% |
| 7D | -1.3% | -8.8% | +7.4% | +1.2% |
| 30D | -0.2% | -12.1% | +11.8% | +3.3% |
| 3M | +3.0% | -19.5% | +22.5% | +8.6% |
| 6M | +33.9% | -6.8% | +40.7% | +33.0% |
| YTD | +42.5% | -41.5% | +84.0% | +59.1% |
| 1Y | +44.9% | -58.9% | +103.7% | +59.5% |
| All | +44.9% | -59.3% | +104.2% | +59.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling