+18.5%
ICE vs UPST
-49.8%
+68.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.1% | -1.8% | +0.2% |
| 7D | +3.6% | -10.6% | +14.3% | +4.6% |
| 30D | +15.1% | -14.0% | +29.1% | +16.2% |
| 3M | +15.4% | -36.8% | +52.2% | +19.8% |
| 6M | +16.1% | -27.5% | +43.7% | +17.7% |
| YTD | +11.4% | -55.3% | +66.6% | +20.7% |
| 1Y | +18.5% | -47.5% | +66.0% | +24.0% |
| All | +18.5% | -49.8% | +68.3% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling