+84.8%
IEMG vs UPST
-16.7%
+101.5%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.2% |
| 7D | +1.6% | -8.1% | +9.7% | +2.2% |
| 30D | +4.6% | -14.3% | +18.9% | +5.7% |
| 3M | +4.8% | -16.6% | +21.5% | +6.1% |
| 6M | +16.8% | -7.3% | +24.1% | +17.1% |
| YTD | +24.8% | -40.8% | +65.6% | +28.0% |
| 1Y | +34.3% | -62.4% | +96.7% | +40.9% |
| All | +84.8% | -16.7% | +101.5% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling