-10.1%
IEF vs UPST
-14.4%
+4.3%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.1% |
| 7D | +0.3% | +4.4% | -4.1% | +0.3% |
| 30D | +2.7% | -7.7% | +10.4% | +2.7% |
| 3M | -0.8% | -28.4% | +27.7% | -0.6% |
| 6M | -1.7% | -23.2% | +21.5% | -1.6% |
| YTD | -1.6% | -49.1% | +47.5% | -1.4% |
| 1Y | -1.6% | -42.4% | +40.8% | -1.4% |
| 3Y | +12.4% | +5.4% | +7.0% | +11.7% |
| 5Y | -7.6% | -92.9% | +85.3% | -8.5% |
| All | -10.1% | -14.4% | +4.3% | -10.0% |
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 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