+117.1%
IWD vs UPST
-24.8%
+141.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | +0.1% |
| 7D | +2.3% | -10.6% | +12.9% | +2.8% |
| 30D | +3.6% | -14.0% | +17.6% | +4.3% |
| 3M | +2.2% | -36.8% | +39.0% | +4.3% |
| 6M | +13.0% | -27.5% | +40.5% | +14.4% |
| YTD | +26.5% | -55.3% | +81.8% | +30.5% |
| 1Y | +30.1% | -47.5% | +77.7% | +33.1% |
| 3Y | +84.9% | -10.4% | +95.3% | +79.3% |
| 5Y | +73.4% | -92.6% | +166.0% | +68.8% |
| All | +117.1% | -24.8% | +141.9% | +109.3% |
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