+12.3%
IEFA vs UPST
-47.4%
+59.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | +0.2% |
| 7D | -1.1% | -12.1% | +11.0% | +0.3% |
| 30D | +1.3% | -13.4% | +14.7% | +2.6% |
| 3M | -3.2% | -31.2% | +28.0% | +0.3% |
| 6M | +2.0% | -28.3% | +30.3% | +4.9% |
| YTD | +10.7% | -53.0% | +63.7% | +16.1% |
| All | +12.3% | -47.4% | +59.7% | +15.7% |
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