+58.0%
IEMG vs UPST
-1.6%
+59.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.0% | -0.7% | +1.1% |
| 7D | -1.3% | -8.8% | +7.5% | -0.8% |
| 30D | +1.9% | -12.1% | +14.0% | +2.6% |
| 3M | +1.4% | -19.5% | +20.9% | +2.5% |
| 6M | +15.2% | -6.8% | +22.0% | +15.3% |
| YTD | +23.8% | -41.5% | +65.3% | +26.5% |
| 1Y | +30.7% | -58.9% | +89.5% | +35.5% |
| 3Y | +83.3% | -15.2% | +98.4% | +76.4% |
| 5Y | +48.8% | -90.5% | +139.3% | +44.9% |
| All | +58.0% | -1.6% | +59.5% | +49.6% |
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