-14.9%
INFQ vs UPST
-16.4%
+1.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | -0.1% |
| 7D | +4.8% | -8.1% | +12.9% | +10.8% |
| 30D | +13.4% | -14.3% | +27.7% | +25.3% |
| 3M | -3.3% | -16.6% | +13.4% | +8.4% |
| 6M | +13.7% | -7.3% | +21.0% | +11.3% |
| All | -14.9% | -16.4% | +1.5% | -6.9% |
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