+65.1%
IVZ vs UPST
-88.8%
+153.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.3% |
| 7D | +0.6% | -3.5% | +4.2% | +1.2% |
| 30D | +4.0% | -7.1% | +11.1% | +5.0% |
| 3M | +18.2% | -13.1% | +31.3% | +20.2% |
| 6M | +32.8% | -1.1% | +33.9% | +31.7% |
| YTD | +28.7% | -35.9% | +64.6% | +35.2% |
| 1Y | +55.4% | -57.4% | +112.8% | +71.3% |
| 3Y | +135.2% | -14.9% | +150.1% | +115.3% |
| All | +65.1% | -88.8% | +153.9% | +54.7% |
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