+128.7%
IVZ vs UPST
-29.4%
+158.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | -2.4% | -4.9% | +2.5% | -1.6% |
| 30D | -11.2% | -8.9% | -2.3% | -9.9% |
| 3M | -14.0% | -26.3% | +12.3% | -9.8% |
| 6M | +0.5% | -23.7% | +24.2% | +4.2% |
| YTD | +5.4% | -49.9% | +55.4% | +15.7% |
| 1Y | +19.5% | -42.0% | +61.4% | +27.9% |
| 3Y | +128.7% | -25.3% | +154.0% | +119.5% |
| All | +128.7% | -29.4% | +158.1% | +119.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling