-12.3%
IP vs UPST
-93.2%
+80.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.3% | +1.3% | -3.6% |
| 7D | -5.0% | -10.9% | +5.9% | -4.2% |
| 30D | +6.5% | -7.2% | +13.7% | +7.0% |
| 3M | -18.0% | -26.7% | +8.7% | -16.3% |
| 6M | +10.3% | -29.0% | +39.3% | +12.6% |
| YTD | -9.9% | -49.4% | +39.5% | -6.3% |
| 1Y | -1.1% | -47.0% | +45.9% | +2.4% |
| 3Y | +13.0% | -27.0% | +40.0% | +10.7% |
| 5Y | -12.3% | -93.3% | +81.1% | -17.4% |
| All | -12.3% | -93.2% | +80.9% | -17.4% |
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 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