+95.5%
IVZ vs UPST
-14.8%
+110.3%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | -7.4% |
| 7D | -6.7% | -10.9% | +4.2% | -5.4% |
| 30D | -10.9% | -7.2% | -3.7% | -10.1% |
| 3M | -14.8% | -26.7% | +11.9% | -11.9% |
| 6M | +2.4% | -29.0% | +31.4% | +5.9% |
| YTD | +5.4% | -49.4% | +54.8% | +12.6% |
| 1Y | +19.6% | -47.0% | +66.5% | +26.7% |
| 3Y | +122.4% | -27.0% | +149.4% | +113.3% |
| 5Y | +28.8% | -93.3% | +122.1% | +26.4% |
| All | +95.5% | -14.8% | +110.3% | +84.4% |
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