+111.6%
IWD vs UPST
+7.9%
+103.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -0.3% | -3.5% | +3.3% | -0.1% |
| 30D | +0.6% | -7.1% | +7.7% | +0.9% |
| 3M | +7.2% | -13.1% | +20.3% | +7.8% |
| 6M | +16.2% | -1.1% | +17.3% | +15.8% |
| YTD | +23.3% | -35.9% | +59.2% | +25.2% |
| 1Y | +29.6% | -57.4% | +87.0% | +33.7% |
| 3Y | +70.5% | -14.9% | +85.3% | +64.8% |
| 5Y | +73.5% | -88.7% | +162.1% | +66.1% |
| All | +111.6% | +7.9% | +103.7% | +100.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling