+43.7%
IGV vs UPST
-11.4%
+55.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -2.0% |
| 7D | -4.5% | -3.5% | -1.0% | -4.0% |
| 30D | +3.2% | -7.1% | +10.3% | +4.2% |
| 3M | +4.5% | -13.1% | +17.6% | +6.2% |
| 6M | +22.1% | -1.1% | +23.2% | +21.6% |
| YTD | -1.0% | -35.9% | +34.8% | +3.2% |
| 1Y | -2.1% | -57.4% | +55.3% | +6.1% |
| All | +43.7% | -11.4% | +55.2% | +36.4% |
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