+35.5%
ICE vs UPST
-93.6%
+129.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.9% |
| 7D | +2.0% | -4.9% | +6.9% | +2.3% |
| 30D | +12.9% | -8.9% | +21.8% | +13.4% |
| 3M | +15.4% | -26.3% | +41.7% | +17.2% |
| 6M | +13.1% | -23.7% | +36.8% | +14.3% |
| YTD | +7.5% | -49.9% | +57.4% | +10.8% |
| 1Y | +18.3% | -42.0% | +60.3% | +20.9% |
| 3Y | +65.9% | -25.3% | +91.2% | +58.8% |
| All | +35.5% | -93.6% | +129.1% | +38.7% |
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