+50.8%
IEMG vs UPST
-90.0%
+140.8%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.8% | +3.9% | +0.3% |
| 7D | +2.8% | -1.5% | +4.3% | +2.9% |
| 30D | +4.6% | -13.2% | +17.9% | +5.6% |
| 3M | +5.5% | -13.0% | +18.5% | +6.3% |
| 6M | +19.7% | -2.9% | +22.6% | +19.5% |
| YTD | +25.5% | -38.3% | +63.8% | +28.4% |
| 1Y | +35.5% | -60.5% | +96.0% | +41.9% |
| 3Y | +88.0% | -11.7% | +99.7% | +78.1% |
| All | +50.8% | -90.0% | +140.8% | +47.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling