+67.8%
IVV vs UPST
-93.2%
+161.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.3% | +0.9% | -4.0% |
| 7D | -4.8% | -10.9% | +6.1% | -3.9% |
| 30D | -5.9% | -7.2% | +1.3% | -5.5% |
| 3M | -4.5% | -26.7% | +22.2% | -2.3% |
| 6M | +1.8% | -29.0% | +30.8% | +4.1% |
| YTD | +8.4% | -49.4% | +57.7% | +13.1% |
| 1Y | +9.4% | -47.0% | +56.4% | +13.5% |
| 3Y | +75.3% | -27.0% | +102.2% | +67.1% |
| 5Y | +67.8% | -93.3% | +161.1% | +69.3% |
| All | +67.8% | -93.2% | +161.0% | +69.3% |
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