+138.2%
IBM vs UPST
-93.6%
+231.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.8% |
| 7D | -5.0% | -4.9% | -0.1% | -4.7% |
| 30D | +11.1% | -8.9% | +20.0% | +11.6% |
| 3M | +5.7% | -26.3% | +32.0% | +7.4% |
| 6M | +10.1% | -23.7% | +33.8% | +11.5% |
| YTD | -15.6% | -49.9% | +34.3% | -13.0% |
| 1Y | -19.5% | -42.0% | +22.4% | -17.7% |
| 3Y | +80.4% | -25.3% | +105.7% | +77.0% |
| All | +138.2% | -93.6% | +231.8% | +139.2% |
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