+28.8%
IVZ vs UPST
-93.2%
+121.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -5.3% | -2.7% | -7.2% |
| 7D | -6.7% | -10.9% | +4.2% | -5.1% |
| 30D | -10.9% | -7.2% | -3.7% | -9.9% |
| 3M | -14.8% | -26.7% | +11.9% | -11.1% |
| 6M | +2.4% | -29.0% | +31.4% | +6.8% |
| YTD | +5.4% | -49.4% | +54.8% | +14.4% |
| 1Y | +19.6% | -47.0% | +66.5% | +28.5% |
| 3Y | +122.4% | -27.0% | +149.4% | +108.7% |
| 5Y | +28.8% | -93.3% | +122.1% | +29.4% |
| All | +28.8% | -93.2% | +121.9% | +29.4% |
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 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