+69.0%
IJR vs UPST
-24.8%
+93.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.2% | -0.2% |
| 7D | +2.2% | -10.6% | +12.8% | +3.1% |
| 30D | +3.8% | -14.0% | +17.8% | +5.0% |
| 3M | -5.7% | -36.8% | +31.1% | -2.3% |
| 6M | +4.6% | -27.5% | +32.2% | +6.9% |
| YTD | +18.0% | -55.3% | +73.2% | +24.6% |
| 1Y | +21.8% | -47.5% | +69.3% | +26.8% |
| 3Y | +61.1% | -10.4% | +71.5% | +53.9% |
| 5Y | +27.3% | -92.6% | +119.9% | +24.3% |
| All | +69.0% | -24.8% | +93.8% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling