+56.5%
IOT vs UPST
-82.1%
+138.6%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.3% | -2.7% |
| 7D | +5.1% | -8.1% | +13.1% | +7.3% |
| 30D | -3.0% | -14.3% | +11.3% | +0.7% |
| 3M | +15.0% | -16.6% | +31.6% | +19.6% |
| 6M | +13.1% | -7.3% | +20.4% | +13.4% |
| YTD | +9.0% | -40.8% | +49.8% | +21.3% |
| 1Y | +0.1% | -62.4% | +62.6% | +23.7% |
| 3Y | +26.4% | -15.3% | +41.7% | +4.8% |
| All | +56.5% | -82.1% | +138.6% | +63.7% |
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