+41.7%
IGV vs UPST
-29.4%
+71.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -5.2% | -4.9% | -0.3% | -4.6% |
| 30D | -10.0% | -8.9% | -1.1% | -9.0% |
| 3M | -0.5% | -26.3% | +25.8% | +3.3% |
| 6M | +12.6% | -23.7% | +36.3% | +16.2% |
| YTD | -6.4% | -49.9% | +43.5% | +0.6% |
| 1Y | -9.5% | -42.0% | +32.5% | -4.5% |
| 3Y | +41.7% | -25.3% | +67.0% | +42.9% |
| All | +41.7% | -29.4% | +71.1% | +42.9% |
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