+544.3%
IBKR vs UPST
+3.8%
+540.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.0% | -1.5% |
| 7D | +0.6% | -1.5% | +2.1% | +0.8% |
| 30D | +3.7% | -13.2% | +16.9% | +4.9% |
| 3M | +4.2% | -13.0% | +17.2% | +5.3% |
| 6M | +36.6% | -2.9% | +39.5% | +36.4% |
| YTD | +41.9% | -38.3% | +80.2% | +46.5% |
| 1Y | +49.5% | -60.5% | +109.9% | +58.8% |
| 3Y | +291.3% | -11.7% | +303.1% | +281.6% |
| 5Y | +492.7% | -90.2% | +582.8% | +490.0% |
| All | +544.3% | +3.8% | +540.6% | +454.5% |
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 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