+53.3%
IQV vs UPST
+7.9%
+45.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.3% |
| 7D | +2.3% | -3.5% | +5.8% | +2.6% |
| 30D | +13.4% | -7.1% | +20.6% | +14.0% |
| 3M | +43.3% | -13.1% | +56.4% | +44.6% |
| 6M | +50.5% | -1.1% | +51.6% | +49.8% |
| YTD | +18.8% | -35.9% | +54.6% | +22.0% |
| 1Y | +45.5% | -57.4% | +102.9% | +53.3% |
| 3Y | +19.4% | -14.9% | +34.2% | +14.5% |
| 5Y | +1.7% | -88.7% | +90.4% | -3.8% |
| All | +53.3% | +7.9% | +45.4% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling