+18.1%
IEFA vs UPST
-62.6%
+80.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.6% |
| 7D | -2.4% | -12.0% | +9.6% | -1.3% |
| 30D | -2.1% | -16.0% | +13.9% | -0.6% |
| 3M | +5.5% | -17.2% | +22.7% | +7.1% |
| 6M | +8.1% | -10.9% | +19.0% | +8.4% |
| YTD | +11.9% | -42.6% | +54.5% | +15.1% |
| 1Y | +18.1% | -59.8% | +77.9% | +22.7% |
| All | +18.1% | -62.6% | +80.6% | +22.7% |
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 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