-1.0%
IQV vs UPST
-90.2%
+89.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.6% | -2.8% |
| 7D | +0.3% | -1.5% | +1.8% | +0.5% |
| 30D | +8.6% | -13.2% | +21.8% | +10.1% |
| 3M | +41.1% | -13.0% | +54.1% | +42.8% |
| 6M | +48.6% | -2.9% | +51.4% | +47.9% |
| YTD | +15.0% | -38.3% | +53.3% | +19.6% |
| 1Y | +38.1% | -60.5% | +98.6% | +49.2% |
| 3Y | +21.4% | -11.7% | +33.1% | +13.5% |
| 5Y | -1.0% | -90.2% | +89.1% | -6.2% |
| All | -1.0% | -90.2% | +89.2% | -6.2% |
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