+51.8%
IQV vs UPST
-24.8%
+76.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.4% | -2.4% |
| 7D | -2.5% | -10.6% | +8.2% | -1.6% |
| 30D | +1.2% | -14.0% | +15.2% | +2.3% |
| 3M | +9.8% | -36.8% | +46.6% | +13.7% |
| 6M | +53.8% | -27.5% | +81.3% | +57.0% |
| YTD | +17.6% | -55.3% | +72.9% | +24.2% |
| 1Y | +18.6% | -47.5% | +66.1% | +23.6% |
| 3Y | +36.9% | -10.4% | +47.3% | +31.9% |
| 5Y | +4.1% | -92.6% | +96.7% | +1.2% |
| All | +51.8% | -24.8% | +76.5% | +40.1% |
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