+7.9%
IDXX vs UPST
-1.6%
+9.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -0.5% |
| 7D | -5.7% | -8.8% | +3.0% | -5.0% |
| 30D | -11.5% | -12.1% | +0.5% | -10.6% |
| 3M | -9.5% | -19.5% | +10.0% | -8.0% |
| 6M | -16.0% | -6.8% | -9.1% | -16.0% |
| YTD | -25.4% | -41.5% | +16.1% | -22.7% |
| 1Y | -21.8% | -58.9% | +37.1% | -16.9% |
| 3Y | +7.0% | -15.2% | +22.2% | +0.7% |
| 5Y | -26.0% | -90.5% | +64.6% | -30.9% |
| All | +7.9% | -1.6% | +9.5% | -1.1% |
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