+45.3%
IQV vs UPST
+2.1%
+43.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +0.9% | +2.4% |
| 7D | +7.9% | +4.4% | +3.5% | +7.3% |
| 30D | +7.3% | -7.7% | +15.0% | +8.1% |
| 3M | +16.8% | -28.4% | +45.2% | +20.9% |
| 6M | +56.0% | -23.2% | +79.2% | +59.6% |
| YTD | +23.7% | -49.1% | +72.8% | +31.3% |
| 1Y | +32.5% | -42.4% | +74.8% | +38.7% |
| 3Y | +45.3% | +5.4% | +39.9% | +47.0% |
| All | +45.3% | +2.1% | +43.2% | +47.0% |
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 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