+41.1%
IJR vs UPST
-90.2%
+131.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.8% | +3.1% | -0.3% |
| 7D | +0.9% | -1.5% | +2.4% | +1.1% |
| 30D | -3.1% | -13.2% | +10.1% | -1.7% |
| 3M | +4.4% | -13.0% | +17.4% | +5.7% |
| 6M | +16.1% | -2.9% | +19.0% | +15.5% |
| YTD | +20.6% | -38.3% | +58.9% | +25.2% |
| 1Y | +22.9% | -60.5% | +83.3% | +32.9% |
| 3Y | +55.2% | -11.7% | +67.0% | +43.6% |
| 5Y | +41.1% | -90.2% | +131.3% | +37.8% |
| All | +41.1% | -90.2% | +131.3% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling