+55.4%
IOT vs UPST
-82.3%
+137.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.7% |
| 7D | -4.5% | -8.8% | +4.2% | -2.3% |
| 30D | -2.4% | -12.1% | +9.6% | +0.6% |
| 3M | +19.0% | -19.5% | +38.5% | +24.9% |
| 6M | +19.6% | -6.8% | +26.5% | +19.8% |
| YTD | +8.3% | -41.5% | +49.7% | +20.8% |
| 1Y | -0.8% | -58.9% | +58.1% | +19.9% |
| 3Y | +24.4% | -15.2% | +39.6% | +3.0% |
| All | +55.4% | -82.3% | +137.7% | +63.0% |
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 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