+74.1%
IJR vs UPST
+7.9%
+66.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -0.2% | -3.5% | +3.4% | +0.1% |
| 30D | -2.4% | -7.1% | +4.7% | -1.9% |
| 3M | +3.9% | -13.1% | +17.0% | +4.9% |
| 6M | +12.4% | -1.1% | +13.5% | +11.8% |
| YTD | +21.5% | -35.9% | +57.3% | +24.7% |
| 1Y | +24.0% | -57.4% | +81.4% | +30.9% |
| 3Y | +49.7% | -14.9% | +64.6% | +42.2% |
| 5Y | +39.7% | -88.7% | +128.3% | +32.4% |
| All | +74.1% | +7.9% | +66.2% | +56.2% |
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