+160.2%
IBM vs UPST
-24.8%
+185.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.9% |
| 7D | +1.6% | -10.6% | +12.2% | +2.1% |
| 30D | +9.2% | -14.0% | +23.2% | +9.9% |
| 3M | +4.9% | -36.8% | +41.8% | +7.0% |
| 6M | +16.8% | -27.5% | +44.3% | +18.2% |
| YTD | -14.3% | -55.3% | +41.0% | -11.8% |
| 1Y | -16.7% | -47.5% | +30.8% | -14.9% |
| 3Y | +82.2% | -10.4% | +92.7% | +79.5% |
| 5Y | +149.9% | -92.6% | +242.5% | +147.7% |
| All | +160.2% | -24.8% | +185.0% | +142.8% |
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