+70.3%
IJR vs UPST
-1.6%
+71.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.4% | +0.4% |
| 7D | -2.2% | -8.8% | +6.6% | -1.4% |
| 30D | -4.6% | -12.1% | +7.5% | -3.6% |
| 3M | +0.2% | -19.5% | +19.7% | +1.9% |
| 6M | +14.7% | -6.8% | +21.6% | +14.7% |
| YTD | +18.9% | -41.5% | +60.3% | +23.0% |
| 1Y | +19.9% | -58.9% | +78.8% | +27.1% |
| 3Y | +53.0% | -15.2% | +68.2% | +45.7% |
| 5Y | +40.9% | -90.5% | +131.4% | +34.7% |
| All | +70.3% | -1.6% | +71.9% | +54.0% |
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