+45.3%
IGV vs UPST
-24.8%
+70.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.5% |
| 7D | +2.3% | -10.6% | +13.0% | +3.5% |
| 30D | -6.0% | -14.0% | +8.0% | -4.6% |
| 3M | -4.8% | -36.8% | +32.1% | -0.3% |
| 6M | +14.2% | -27.5% | +41.8% | +17.7% |
| YTD | -4.2% | -55.3% | +51.0% | +3.0% |
| 1Y | -5.3% | -47.5% | +42.3% | +0.1% |
| 3Y | +38.8% | -10.4% | +49.2% | +31.0% |
| 5Y | +14.2% | -92.6% | +106.8% | +11.7% |
| All | +45.3% | -24.8% | +70.1% | +32.1% |
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 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