+67.4%
IOT vs UPST
-86.5%
+153.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | -0.5% |
| 7D | +0.9% | -10.6% | +11.6% | +3.8% |
| 30D | +1.4% | -14.0% | +15.4% | +5.0% |
| 3M | +0.5% | -36.8% | +37.4% | +12.3% |
| 6M | +50.3% | -27.5% | +77.8% | +60.4% |
| YTD | +16.7% | -55.3% | +71.9% | +38.8% |
| 1Y | +6.8% | -47.5% | +54.4% | +21.6% |
| 3Y | +75.5% | -10.4% | +85.9% | +44.2% |
| All | +67.4% | -86.5% | +153.9% | +87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling