+17.0%
IEFA vs UPST
-48.7%
+65.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +9.4% | -6.9% | +1.6% |
| 7D | +1.9% | -3.1% | +5.0% | +2.1% |
| 30D | +1.4% | -4.0% | +5.4% | +1.6% |
| 3M | -1.4% | -22.9% | +21.5% | +0.8% |
| 6M | +6.3% | -27.1% | +33.4% | +8.9% |
| YTD | +11.9% | -46.5% | +58.4% | +15.6% |
| 1Y | +17.0% | -49.4% | +66.4% | +21.0% |
| All | +17.0% | -48.7% | +65.7% | +21.0% |
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