+30.7%
IEMG vs UPST
-62.6%
+93.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.0% | -1.6% |
| 7D | -0.9% | -12.0% | +11.1% | +0.8% |
| 30D | +2.1% | -16.0% | +18.1% | +4.4% |
| 3M | +4.6% | -17.2% | +21.8% | +6.9% |
| 6M | +14.0% | -10.9% | +24.9% | +15.0% |
| YTD | +22.3% | -42.6% | +64.9% | +26.4% |
| 1Y | +30.7% | -59.8% | +90.5% | +37.7% |
| All | +30.7% | -62.6% | +93.2% | +37.7% |
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