+68.2%
IVV vs UPST
-93.6%
+161.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.5% | +0.4% |
| 7D | -2.7% | -4.9% | +2.2% | -2.3% |
| 30D | -5.4% | -8.9% | +3.5% | -4.8% |
| 3M | -4.1% | -26.3% | +22.3% | -1.9% |
| 6M | +0.7% | -23.7% | +24.5% | +2.5% |
| YTD | +8.7% | -49.9% | +58.7% | +13.6% |
| 1Y | +11.0% | -42.0% | +52.9% | +14.4% |
| 3Y | +75.4% | -25.3% | +100.7% | +67.0% |
| All | +68.2% | -93.6% | +161.7% | +72.0% |
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 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