+95.1%
IWF vs UPST
-15.8%
+110.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.3% |
| 7D | -5.0% | -4.9% | -0.1% | -4.6% |
| 30D | -13.2% | -8.9% | -4.3% | -12.6% |
| 3M | -9.4% | -26.3% | +16.9% | -7.4% |
| 6M | -8.6% | -23.7% | +15.2% | -7.0% |
| YTD | -5.3% | -49.9% | +44.6% | -1.1% |
| 1Y | -5.0% | -42.0% | +37.0% | -2.0% |
| 3Y | +64.6% | -25.3% | +89.9% | +58.5% |
| 5Y | +50.8% | -93.4% | +144.2% | +45.5% |
| All | +95.1% | -15.8% | +110.9% | +85.3% |
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