+148.3%
IBM vs UPST
-92.2%
+240.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.5% |
| 7D | -1.7% | -12.1% | +10.3% | -1.0% |
| 30D | +10.1% | -13.4% | +23.5% | +10.9% |
| 3M | +4.8% | -31.2% | +36.0% | +6.9% |
| 6M | +12.6% | -28.3% | +40.9% | +14.4% |
| YTD | -13.9% | -53.0% | +39.1% | -11.0% |
| 1Y | -18.7% | -47.2% | +28.5% | -16.4% |
| 3Y | +81.9% | -1.5% | +83.4% | +77.1% |
| 5Y | +148.3% | -91.6% | +240.0% | +144.8% |
| All | +148.3% | -92.2% | +240.5% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling