+47.1%
IQV vs UPST
-0.4%
+47.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.0% | +3.2% | -0.5% |
| 7D | -2.6% | -8.1% | +5.5% | -1.9% |
| 30D | +6.2% | -14.3% | +20.5% | +7.4% |
| 3M | +38.0% | -16.6% | +54.6% | +39.7% |
| 6M | +43.9% | -7.3% | +51.2% | +44.0% |
| YTD | +14.0% | -40.8% | +54.8% | +17.9% |
| 1Y | +35.5% | -62.4% | +97.9% | +44.2% |
| 3Y | +20.3% | -15.3% | +35.7% | +15.6% |
| 5Y | -1.6% | -91.1% | +89.4% | -6.3% |
| All | +47.1% | -0.4% | +47.5% | +33.0% |
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