+105.5%
IVZ vs UPST
-26.3%
+131.9%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.9% | +6.3% | +0.3% |
| 7D | +5.1% | -13.5% | +18.6% | +6.9% |
| 30D | -1.6% | -19.6% | +18.1% | +0.9% |
| 3M | -9.1% | -34.2% | +25.1% | -4.8% |
| 6M | +1.8% | -31.2% | +33.0% | +5.7% |
| YTD | +10.8% | -56.2% | +67.0% | +20.3% |
| 1Y | +19.1% | -51.7% | +70.8% | +27.7% |
| 3Y | +144.4% | -8.2% | +152.7% | +131.1% |
| 5Y | +33.6% | -92.8% | +126.3% | +32.2% |
| All | +105.5% | -26.3% | +131.9% | +97.1% |
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