+10.6%
IOT vs UPST
-48.7%
+59.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +9.4% | -5.3% | +1.5% |
| 7D | -0.5% | -3.1% | +2.7% | +0.1% |
| 30D | +1.0% | -4.0% | +5.0% | +1.7% |
| 3M | +10.9% | -22.9% | +33.8% | +18.2% |
| 6M | +39.9% | -27.1% | +67.0% | +50.2% |
| YTD | +20.8% | -46.5% | +67.3% | +38.4% |
| 1Y | +10.6% | -49.4% | +60.0% | +28.0% |
| All | +10.6% | -48.7% | +59.2% | +28.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling