-8.2%
IEF vs UPST
-89.8%
+81.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | 0.0% |
| 7D | -0.3% | -3.5% | +3.3% | -0.3% |
| 30D | -0.8% | -7.1% | +6.3% | -0.7% |
| 3M | -1.0% | -13.1% | +12.1% | -0.9% |
| 6M | -2.8% | -1.1% | -1.7% | -2.8% |
| YTD | -1.5% | -35.9% | +34.4% | -1.3% |
| 1Y | -0.4% | -57.4% | +57.0% | 0.0% |
| 3Y | +9.7% | -14.9% | +24.5% | +8.6% |
| All | -8.2% | -89.8% | +81.6% | -9.1% |
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 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