+120.5%
IVV vs UPST
-21.5%
+142.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.3% | +7.9% | +0.2% |
| 7D | -0.6% | -4.5% | +3.9% | -0.3% |
| 30D | -3.7% | -15.3% | +11.7% | -2.8% |
| 3M | -2.7% | -32.4% | +29.7% | -0.6% |
| 6M | +2.2% | -29.5% | +31.8% | +4.0% |
| YTD | +10.9% | -53.3% | +64.2% | +15.1% |
| 1Y | +11.3% | -47.4% | +58.7% | +14.5% |
| 3Y | +76.9% | -2.2% | +79.1% | +69.8% |
| 5Y | +73.5% | -92.0% | +165.5% | +68.2% |
| All | +120.5% | -21.5% | +142.0% | +113.1% |
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