+2.6%
IP vs UPST
+7.9%
-5.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.3% |
| 7D | -5.3% | -3.5% | -1.7% | -5.1% |
| 30D | -10.9% | -7.1% | -3.7% | -10.5% |
| 3M | +11.2% | -13.1% | +24.2% | +11.9% |
| 6M | -10.2% | -1.1% | -9.1% | -10.5% |
| YTD | -2.0% | -35.9% | +33.9% | -0.3% |
| 1Y | -19.1% | -57.4% | +38.3% | -16.3% |
| 3Y | +20.9% | -14.9% | +35.7% | +18.2% |
| 5Y | -17.8% | -88.7% | +70.8% | -21.1% |
| All | +2.6% | +7.9% | -5.3% | -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