+23.9%
IP vs UPST
-13.8%
+37.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -5.3% | -3.5% | -1.7% | -4.9% |
| 30D | -10.9% | -7.1% | -3.7% | -10.3% |
| 3M | +11.2% | -13.1% | +24.2% | +12.4% |
| 6M | -10.2% | -1.1% | -9.1% | -10.7% |
| YTD | -2.0% | -35.9% | +33.9% | +0.8% |
| 1Y | -19.1% | -57.4% | +38.3% | -14.4% |
| All | +23.9% | -13.8% | +37.7% | +22.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling