+284.6%
IBKR vs UPST
-19.3%
+303.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.1% | +2.1% | -0.5% |
| 7D | -3.8% | -12.0% | +8.2% | -1.9% |
| 30D | -0.3% | -16.0% | +15.7% | +2.3% |
| 3M | +4.8% | -17.2% | +21.9% | +7.4% |
| 6M | +30.8% | -10.9% | +41.7% | +31.9% |
| YTD | +39.5% | -42.6% | +82.1% | +48.8% |
| 1Y | +43.7% | -59.8% | +103.4% | +59.0% |
| All | +284.6% | -19.3% | +303.9% | +295.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling