+72.8%
ICE vs UPST
-24.8%
+97.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.3% |
| 7D | +3.6% | -10.6% | +14.3% | +4.1% |
| 30D | +15.1% | -14.0% | +29.1% | +15.7% |
| 3M | +15.4% | -36.8% | +52.2% | +17.4% |
| 6M | +16.1% | -27.5% | +43.7% | +17.2% |
| YTD | +11.4% | -55.3% | +66.6% | +14.3% |
| 1Y | +18.5% | -47.5% | +66.0% | +20.8% |
| 3Y | +70.5% | -10.4% | +81.0% | +65.6% |
| 5Y | +40.9% | -92.6% | +133.5% | +35.4% |
| All | +72.8% | -24.8% | +97.5% | +65.1% |
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