-8.4%
IP vs UPST
-92.9%
+84.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +9.4% | -7.9% | +0.8% |
| 7D | +3.4% | -3.1% | +6.5% | +3.6% |
| 30D | +11.2% | -4.0% | +15.2% | +11.5% |
| 3M | -14.8% | -22.9% | +8.1% | -13.3% |
| 6M | +17.3% | -27.1% | +44.4% | +19.5% |
| YTD | -6.2% | -46.5% | +40.4% | -2.9% |
| 1Y | +2.3% | -49.4% | +51.8% | +6.1% |
| 3Y | +17.7% | -22.9% | +40.6% | +14.8% |
| 5Y | -8.4% | -92.7% | +84.3% | -14.5% |
| All | -8.4% | -92.9% | +84.5% | -14.5% |
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