+24.0%
IJR vs UPST
-56.5%
+80.5%
-8.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.6% |
| 7D | -0.2% | -3.5% | +3.4% | +0.3% |
| 30D | -2.4% | -7.1% | +4.7% | -1.5% |
| 3M | +3.9% | -13.1% | +17.0% | +5.5% |
| 6M | +12.4% | -1.1% | +13.5% | +11.2% |
| YTD | +21.5% | -35.9% | +57.3% | +26.4% |
| 1Y | +24.0% | -57.4% | +81.4% | +30.8% |
| All | +24.0% | -56.5% | +80.5% | +30.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling