+69.3%
IWD vs UPST
-93.6%
+162.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.8% | -0.3% |
| 7D | -0.5% | -4.9% | +4.4% | -0.2% |
| 30D | +2.7% | -8.9% | +11.5% | +3.2% |
| 3M | +0.9% | -26.3% | +27.2% | +2.7% |
| 6M | +10.5% | -23.7% | +34.3% | +12.0% |
| YTD | +23.7% | -49.9% | +73.6% | +28.0% |
| 1Y | +28.7% | -42.0% | +70.7% | +31.8% |
| 3Y | +79.7% | -25.3% | +105.0% | +72.5% |
| All | +69.3% | -93.6% | +162.9% | +68.0% |
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