+84.3%
IWD vs UPST
-3.8%
+88.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.3% | +8.3% | +0.6% |
| 7D | +1.6% | -4.5% | +6.1% | +1.9% |
| 30D | +3.6% | -15.3% | +18.9% | +4.7% |
| 3M | +2.0% | -32.4% | +34.5% | +4.6% |
| 6M | +13.1% | -29.5% | +42.6% | +15.3% |
| YTD | +26.2% | -53.3% | +79.5% | +31.5% |
| 1Y | +29.6% | -47.4% | +76.9% | +33.7% |
| 3Y | +84.3% | -2.2% | +86.5% | +77.3% |
| All | +84.3% | -3.8% | +88.1% | +77.3% |
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 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