+75.7%
IJH vs UPST
-3.5%
+79.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.1% | +2.1% | -0.7% |
| 7D | -2.5% | -12.0% | +9.5% | -1.5% |
| 30D | -5.0% | -16.0% | +11.0% | -3.8% |
| 3M | +0.5% | -17.2% | +17.7% | +1.8% |
| 6M | +8.2% | -10.9% | +19.1% | +8.5% |
| YTD | +12.5% | -42.6% | +55.1% | +16.2% |
| 1Y | +14.4% | -59.8% | +74.2% | +20.9% |
| 3Y | +49.5% | -17.9% | +67.4% | +43.0% |
| 5Y | +47.8% | -90.7% | +138.5% | +41.7% |
| All | +75.7% | -3.5% | +79.1% | +61.0% |
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